# Volatility surface for Swaptions

I understand the volatility surface for swaption is built using implied vols of ATM swaptions. I had a question on the instruments that are used. Should the instruments used change depending on the terms of the underlying swap? For example, if the underlying is a 6M LIBOR floating swap, then should we use instruments referencing 6M LIBOR to construct the vol surface? My understanding was that we will use the most liquid instruments which is swaps referencing 3M LIBOR.