<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.banqueducanada.ca/conditions-utilisation-avis/"></terms>
<groupDetail>
    <label>Customer liquidity is more prevalent when liquidity is expensive</label>
    <description><![CDATA[Customer liquidity is more prevalent when liquidity is expensive
Volume-weighted spreads for dealer-liquidity-supplied trades by day
This file contains data based on the Bank of Canada research paper described above. The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s). The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future.
Sources: MTRS 2.0, Triton]]></description>
    <link></link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_GARO20180319_CHART4_ON_H">
<label>Ontario_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Ontario, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_QC_H">
<label>Quebec_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Quebec, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_OTHERS_H">
<label>Other provinces_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Other provinces, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_CORP_H">
<label>Corporates_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Corporates, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_ON_L">
<label>Ontario_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Ontario, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_QC_L">
<label>Quebec_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Quebec, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_OTHERS_L">
<label>Other provinces_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Other provinces, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_CORP_L">
<label>Corporates_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Corporates, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2017-08-21"><v s="WM_SAN_GARO20180319_CHART4_ON_H">4.31</v><v s="WM_SAN_GARO20180319_CHART4_QC_H">2.10</v><v s="WM_SAN_GARO20180319_CHART4_OTHERS_H">21.82</v><v s="WM_SAN_GARO20180319_CHART4_CORP_H">3.31</v><v s="WM_SAN_GARO20180319_CHART4_ON_L">1.12</v><v s="WM_SAN_GARO20180319_CHART4_QC_L">0.13</v><v s="WM_SAN_GARO20180319_CHART4_OTHERS_L">1.56</v><v s="WM_SAN_GARO20180319_CHART4_CORP_L">2.15</v></o>
</observations>
</data>