https://www.bankofcanada.ca/?p=229200 Government of Canada bond market—Bid-ask spread proxy (Roll), weekly median weekly Government of Canada bond market—Price impact proxy (Amihud), weekly median weekly Provincial bond market—Bid-ask spread proxy (Roll), weekly median weekly Provincial bond market—Price impact proxy (Amihud), weekly median weekly Canadian corporate bond market—Sum of ECML daily 1.850.652.682.90 1.670.483.453.15 0.910.502.722.08 1.210.643.403.76 1.590.572.812.42 1.190.543.113.17 1.130.392.483.27 1.300.454.454.64 1.460.572.883.05 3.481.276.895.65 4.501.9712.389.85 5.011.5311.219.28 3.861.7310.7212.61 2.261.066.897.24 1.940.878.587.69 1.460.634.754.87 1.400.633.652.81 1.270.465.224.08 1.350.492.782.90 1.390.443.263.45 1.320.563.403.75 1.390.493.693.16 1.320.574.733.6515.92 16.07 16.09 15.75 14.32 1.500.434.353.3112.01 11.73 11.94 11.90 12.05 1.040.433.652.9512.42 12.32 12.63 12.69 12.86 1.160.465.544.0412.95 12.94 12.76 12.48 12.62 1.260.595.515.4212.49 13.10 12.89 13.31 0.890.332.882.7613.37 13.15 13.39 13.53 13.96 0.990.412.105.0513.31 13.35 13.03 13.00 13.42 0.930.324.183.1613.64 14.32 14.23 14.42 14.09 0.920.443.764.9114.71 14.80 15.08 15.03 15.51 1.190.483.883.15 16.41 17.13 17.98 19.13 0.980.314.183.1619.63 20.93 20.97 22.04 22.98 0.930.383.052.7823.20 22.58 23.18 22.57 22.72 1.040.453.172.5522.24 22.01 21.38 20.98 20.21 1.450.582.643.5719.24 17.86 17.37 15.79 15.50 0.920.303.452.17 15.51 15.53 14.76 14.88 0.990.383.063.4914.38 14.16 14.04 13.94 13.70 1.280.433.013.1613.53 13.38 13.50 13.75 13.61 1.050.382.802.2112.51 11.91 11.48 11.28 10.93 0.970.292.932.0810.55 9.91 9.49 9.26 9.52 0.730.293.271.99 9.36 9.49 9.20 8.85 0.650.272.733.508.99 9.19 9.00 8.96 9.14 0.860.334.365.639.52 9.71 9.67 9.42 9.67 0.850.322.671.929.18 8.90 8.78 8.75 9.02 0.980.412.774.438.74 9.19 9.99 10.07 9.93 1.040.423.414.699.68 9.80 10.33 10.79 10.62 1.340.343.803.6810.48 10.73 10.76 10.94 10.91 1.410.453.823.9411.28 11.45 11.01 11.16 11.75 1.010.414.522.8711.74 11.78 11.95 11.72 11.60 1.070.522.745.0211.96 12.01 12.22 12.10 11.85 1.080.583.513.6111.79 11.30 11.31 11.38 1.120.543.232.78 10.82 10.72 11.12 1.020.332.842.5710.88 11.09 11.47 11.77 11.86 1.470.444.003.0711.97 12.22 12.21 12.64 12.70 1.100.343.092.4312.39 12.34 12.89 13.09 12.56 1.030.402.272.3812.43 12.17 11.91 11.46 11.13 0.820.223.933.5810.91 10.68 10.73 10.16 9.81 1.010.404.412.8410.23 9.93 9.50 9.40 10.08 1.020.413.194.33 10.38 10.71 10.63 10.64 2.180.536.423.8810.74 10.47 10.36 10.80 10.89 1.930.524.653.6810.88 10.52 10.25 10.49 10.42 1.340.573.183.529.63 9.36 9.03 9.00 9.13 1.450.603.055.298.93 9.18 9.38 8.76 9.12 1.180.434.224.099.25 9.19 9.47 9.09 9.31 1.220.912.814.179.37 9.14 8.98 9.08 1.400.593.723.379.23 9.48 9.68 9.45 9.62 1.080.422.012.009.48 9.38 9.66 9.76 10.08 1.820.514.853.869.98 9.84 10.18 10.42 10.42 1.170.434.673.5610.27 10.23 9.94 9.77 9.68 1.360.394.052.959.50 9.62 9.56 9.34 9.27 0.920.432.223.149.30 9.30 9.07 8.89 8.53 1.040.372.583.008.39 8.33 8.31 8.39 8.56 1.650.602.753.47 8.42 8.36 8.14 8.48 1.300.423.652.868.34 8.23 8.51 8.58 8.72 1.160.342.071.609.05 8.95 8.82 8.80 8.67 1.350.654.203.988.33 8.42 8.63 8.75 8.53 0.950.283.673.378.41 8.47 8.20 8.14 8.18 1.340.514.155.918.28 8.30 8.50 8.59 1.120.362.332.749.11 9.29 9.34 8.97 8.90 1.600.414.283.599.08 9.26 9.05 9.13 9.03 0.960.423.662.628.83 8.47 8.55 8.50 8.43 1.070.571.982.718.14 7.96 7.76 7.73 8.05 1.520.434.342.97 7.82 7.55 7.41 7.78 1.190.554.852.838.11 8.21 8.36 8.26 8.12 0.980.262.982.778.20 8.26 8.39 8.29 8.21 0.990.412.782.117.64 7.56 7.69 7.94 7.71 1.010.443.873.047.28 7.40 7.58 7.54 7.93 1.020.283.793.91 7.99 7.79 7.78 8.10 1.190.402.421.908.60 8.93 9.08 9.22 9.25 0.980.384.502.689.23 9.32 9.09 8.84 8.91 1.380.403.764.998.58 8.31 8.41 8.39 8.06 1.310.544.755.637.79 7.56 7.33 7.21 7.20 1.930.582.922.30 6.95 6.92 6.78 6.79 1.730.482.984.206.49 6.24 6.54 6.43 6.34 2.340.904.085.896.38 6.16 6.10 6.19 6.35 1.590.644.794.436.16 6.23 6.20 6.14 5.93 1.430.695.056.436.15 6.39 6.39 6.40 6.20 1.780.684.353.786.36 6.33 6.33 6.21 5.74 2.020.742.603.415.85 5.71 5.81 6.10 6.33 2.310.836.127.006.47 6.63 6.66 6.98 7.17 1.420.545.164.377.12 7.28 7.35 7.77 7.95 1.560.704.425.118.05 8.13 8.40 8.50 8.64 1.580.855.168.318.56 8.44 8.24 8.10 8.03 1.991.444.104.42 8.24 8.08 8.14 2.270.686.858.41 7.72 7.80 7.58 7.81 1.550.645.104.157.67 7.47 7.39 7.59 7.50 1.520.423.622.277.60 7.16 7.25 7.33 7.69 2.300.514.506.797.94 8.32 8.41 8.64 8.64 1.860.673.353.088.74 9.12 8.95 8.99 9.23 1.440.604.474.498.98 9.27 9.32 8.96 9.03 1.720.543.972.599.18 9.21 9.03 9.34 9.88 2.180.934.953.95 10.52 10.61 11.76 11.57 2.361.016.676.6711.56 11.94 12.09 12.13 12.23 1.880.725.735.7112.83 12.98 13.07 13.55 13.13 1.850.866.795.2612.80 12.30 12.03 11.52 11.75 2.370.908.546.9111.52 11.23 11.09 11.03 11.27 1.970.716.9910.8010.69 10.27 10.03 9.59 9.42 2.190.954.334.039.03 8.50 8.90 8.44 8.18 2.460.816.566.448.48 8.85 9.11 10.28 1.920.956.406.8510.53 10.75 10.61 11.04 11.03 2.471.305.899.3012.38 14.47 15.44 15.35 14.91 2.831.488.9610.7215.31 15.30 15.87 16.66 16.47 2.941.217.489.3117.18 17.07 17.22 17.51 17.92 2.961.074.164.2116.84 14.91 14.43 14.10 15.31 1.830.718.537.48 15.46 15.65 14.99 14.04 2.860.966.917.5312.86 11.51 11.20 11.01 10.28 2.010.857.317.189.75 9.51 9.25 9.49 9.52 4.331.7921.7616.889.65 9.51 10.19 10.91 11.56 2.692.036.708.5612.20 12.24 12.49 12.92 12.75 2.531.199.3310.7513.19 13.62 14.20 14.99 2.941.846.024.8815.43 14.20 13.75 12.63 11.64 2.411.499.4712.7710.71 10.14 10.14 9.81 9.60 2.471.216.585.149.75 9.51 9.41 9.37 8.24 3.182.097.6210.357.74 7.54 7.42 7.25 10.47 2.921.1611.017.94 10.84 11.25 11.63 11.95 2.270.896.312.1711.78 11.97 12.32 12.70 12.86 2.171.015.534.7412.63 12.56 12.56 12.57 12.68 2.491.384.786.829.52 9.28 9.23 9.03 8.54 1.511.266.176.898.72 8.79 8.35 7.69 7.70 2.471.636.438.86 7.81 7.95 7.82 7.79 1.951.495.595.387.98 8.67 8.92 8.96 9.20 2.361.534.033.829.63 9.78 10.21 10.48 11.03 3.991.468.1112.2611.12 11.12 11.30 11.99 12.93 2.861.495.707.9512.98 12.43 12.06 11.63 12.04 2.761.605.766.38 12.04 11.92 11.79 11.77 3.462.644.676.9311.88 12.10 12.30 12.39 12.27 2.631.636.4213.0011.78 11.97 12.48 12.78 13.02 2.531.825.786.4312.63 12.80 12.43 12.12 11.89 3.112.047.596.8211.69 11.42 11.28 11.90 12.41 2.091.384.256.1612.34 11.97 11.22 10.99 10.73 2.251.024.606.8010.54 10.04 10.30 10.03 10.11 3.422.156.8410.9310.27 9.96 10.13 9.39 8.59 2.631.536.727.948.45 8.53 8.74 8.73 9.14 3.061.768.8110.849.22 9.80 9.75 9.84 9.69 2.321.446.957.319.30 9.20 8.82 8.52 8.86 2.522.3212.7911.89 8.83 8.83 9.06 2.501.765.665.29 9.37 9.07 8.69 8.49 2.001.016.077.308.62 8.78 9.00 8.90 9.06 1.951.146.017.529.23 9.35 9.31 9.68 9.73 2.461.923.196.299.53 9.64 10.16 10.38 10.29 1.871.065.157.6710.20 10.42 10.82 11.54 12.09 2.151.648.3313.1612.64 13.15 12.92 12.57 12.83 2.631.315.726.8212.93 12.59 12.43 12.68 12.89 2.551.295.696.99 13.03 12.84 12.65 11.93 2.971.836.276.8211.37 11.22 10.77 10.64 10.51 3.061.545.505.9410.13 9.85 9.79 9.60 9.25 3.832.7310.5713.849.25 9.24 9.90 9.79 10.88 3.762.218.916.0411.17 10.84 10.91 11.02 11.58 2.681.514.944.3011.75 11.99 12.38 12.81 13.54 2.921.6010.148.4413.99 13.85 13.33 14.30 3.041.907.846.7513.52 13.20 13.50 14.12 14.82 2.091.255.786.5615.33 15.82 16.15 16.09 15.85 2.732.338.608.6215.26 14.83 14.79 14.79 14.09 2.431.858.926.1914.13 14.21 14.11 13.51 12.88 2.451.575.896.1012.50 12.30 12.12 11.99 11.97 3.001.406.086.3012.06 11.79 12.15 12.48 12.45 2.160.974.883.97 12.46 12.49 12.34 12.65 2.711.974.914.0313.08 12.98 12.69 12.48 12.56 3.382.507.0110.0013.05 13.46 13.44 13.50 12.88 3.112.188.7510.5112.56 12.21 12.23 12.48 12.39 3.102.179.6712.2411.97 11.91 11.90 11.89 11.88 2.441.937.478.9111.38 10.79 10.77 10.32 10.39 2.081.834.442.75 10.24 10.57 10.32 9.78 2.481.879.257.469.62 9.49 9.54 9.67 9.95 2.292.726.878.289.86 10.03 10.60 10.54 10.92 3.392.606.957.8911.42 11.96 12.01 12.24 12.65 2.042.144.558.9812.82 13.18 12.97 12.88 13.26 2.281.407.169.57 13.60 13.50 12.96 13.04 2.052.605.418.5312.65 12.09 11.55 11.36 11.45 2.803.126.5910.1311.27 10.84 10.24 10.10 10.05 2.872.445.248.499.24 9.17 8.80 8.91 9.49 2.982.387.3810.53 9.93 10.01 10.13 9.98 2.321.955.256.499.72 9.61 9.57 9.78 9.63 3.081.345.756.529.61 9.73 9.68 9.59 9.67 2.542.097.9213.918.79 8.54 8.48 8.15 8.57 3.152.698.4211.4010.31 10.68 11.09 11.02 11.75 2.331.467.2110.83 11.94 11.68 11.66 12.14 2.731.267.124.5212.21 12.56 12.65 12.86 13.13 2.191.737.6110.1912.92 11.25 11.08 10.59 10.69 2.682.355.1712.529.90 9.42 9.62 9.41 9.46 3.691.636.7814.569.18 9.07 8.77 8.73 8.53 2.382.376.8010.908.20 8.40 8.29 8.65 8.54 2.471.925.7110.789.10 9.59 10.03 10.18 10.29 2.762.197.0213.0710.96 10.79 10.83 10.64 11.18 2.572.135.5510.6510.97 10.46 10.51 10.65 10.62 2.861.777.3513.9010.35 10.71 10.81 11.14 11.33 2.722.127.5114.1610.78 11.32 11.72 12.35 14.27 2.773.317.7312.94 15.17 16.10 16.80 3.022.008.828.59 16.62 16.76 16.61 16.50 2.511.455.837.8916.07 15.79 15.14 15.28 14.97 2.491.087.047.3515.13 14.86 12.74 12.67 12.74 2.021.154.846.0512.35 12.62 12.90 13.49 13.23 2.601.976.459.1913.51 13.29 13.63 13.67 14.20 2.701.976.3710.3114.29 14.29 14.87 15.02 15.13 2.421.516.476.3415.41 15.48 15.80 15.62 16.67 2.041.487.218.02 17.36 17.87 18.07 18.70 1.591.275.615.9518.97 19.55 19.59 19.35 19.31 1.981.514.415.3618.74 18.00 17.64 17.09 16.88 2.161.755.459.6615.60 14.40 14.19 13.84 13.31 2.341.987.0011.1712.97 11.90 11.88 11.81 11.30 2.231.835.844.8911.36 11.49 11.39 12.07 2.161.747.059.2212.38 12.41 13.01 12.98 12.99 2.371.305.154.8912.62 12.52 12.85 13.13 12.93 2.682.084.426.5112.92 12.90 13.00 12.76 12.05 1.571.325.064.1711.81 11.64 11.44 11.30 11.22 1.861.816.289.6011.52 11.02 10.80 10.46 10.19 1.661.216.685.3510.00 9.76 9.86 10.19 10.04 1.821.615.206.989.86 10.25 10.25 10.40 11.07 1.550.706.7612.32 11.09 11.25 10.94 10.48 1.651.075.857.1810.48 10.76 10.57 10.10 9.95 1.891.236.757.3310.40 10.61 10.19 9.85 9.65 1.421.265.096.728.87 8.74 8.57 8.76 8.89 1.531.365.8210.009.15 9.03 9.34 9.58 9.79 1.691.486.629.409.48 9.14 9.29 9.25 9.24 1.821.956.127.73 9.20 9.14 9.27 9.51 1.511.094.124.519.65 9.37 9.68 9.68 9.91 1.641.284.825.0610.24 10.47 10.70 10.68 10.97 1.791.284.197.3810.95 11.35 11.14 11.09 11.00 1.831.438.528.1211.01 10.95 10.66 10.59 10.79 1.680.965.256.84 10.07 9.87 9.73 9.83 1.511.244.866.299.54 9.49 9.37 9.59 9.69 1.181.213.984.169.55 9.52 9.74 9.71 9.62 1.190.742.752.369.48 9.77 9.85 10.36 11.54 2.141.445.845.24 11.61 11.71 11.50 11.45 1.380.994.474.1911.70 11.44 11.34 11.35 11.46 1.311.006.387.0011.82 11.83 12.37 12.99 13.44 1.781.075.496.1813.01 13.72 14.42 15.03 15.40 1.581.215.825.1815.75 16.39 16.93 17.42 18.29 1.431.054.224.8218.50 18.93 19.12 19.13 19.21 1.340.853.355.12 19.44 19.66 19.54 19.58 1.301.024.823.8119.91 20.06 20.16 20.07 19.85 1.911.096.1410.1219.32 19.19 18.68 17.90 17.63 1.771.417.2810.5617.10 16.41 16.40 16.59 17.15 2.121.226.764.1517.21 16.98 17.50 17.70 17.93 1.601.075.286.4718.14 18.26 18.57 19.30 19.23 2.171.657.107.2819.31 19.54 19.15 18.38 17.57 2.081.517.204.2117.04 17.36 17.01 17.11 17.46 2.201.296.876.6017.68 17.83 17.45 17.31 17.53 2.101.614.525.1117.75 17.82 17.48 17.66 17.71 2.411.137.767.7017.75 17.03 16.67 1.481.504.085.0216.04 15.88 15.43 15.23 1.510.996.836.2915.42 15.21 14.82 14.29 13.81 1.741.513.216.3714.09 13.94 14.05 14.11 14.06 1.310.725.074.6113.93 14.04 13.50 13.44 12.90 1.710.985.918.7012.58 12.23 11.89 11.70 11.32 2.321.096.179.5810.62 10.65 10.28 10.02 10.28 1.511.233.446.3610.73 10.70 10.72 10.86 11.04 1.350.683.846.47 11.20 11.55 11.93 12.08 1.751.134.805.5112.14 12.38 12.13 11.86 11.29 2.471.386.105.5310.92 9.93 9.72 9.47 9.14 1.791.156.865.818.81 8.80 8.25 7.82 7.54 1.390.884.947.037.90 8.16 8.58 9.01 9.88 1.481.125.556.4710.38 11.23 11.76 11.80 11.69 1.921.635.296.9311.76 11.75 11.88 12.31 12.43 2.561.624.027.1312.29 12.28 12.25 11.83 11.32 1.531.302.905.1910.64 10.06 9.32 9.60 1.540.944.675.419.63 9.60 9.86 10.01 10.00 1.891.375.106.1410.54 11.00 11.17 11.46 12.07 1.511.434.086.0612.98 13.83 14.21 14.98 15.32 1.500.863.713.1815.98 16.85 17.36 18.09 18.77 1.531.074.914.34 19.05 19.11 19.50 19.53 1.390.934.486.5419.60 19.68 19.24 19.19 19.14 1.900.987.069.8019.06 18.90 18.67 18.53 18.05 1.711.034.962.3517.84 17.56 17.42 17.03 16.46 1.480.874.996.6216.43 15.95 15.93 15.97 15.86 1.851.194.308.5415.48 15.52 15.30 15.02 15.21 1.681.014.718.1214.97 14.90 15.30 15.59 1.531.023.666.1716.20 16.40 16.55 16.95 17.53 1.171.015.476.7417.89 17.94 17.88 18.21 18.19 1.180.994.127.2918.35 18.21 18.08 17.62 17.45 1.710.973.534.8817.23 16.93 16.92 16.91 16.29 1.451.362.964.70 15.82 15.97 15.83 15.63 1.420.833.312.8615.45 14.94 14.75 14.52 14.67 1.281.013.597.5614.54 14.42 14.06 13.49 12.97 1.310.753.564.5612.85 12.66 12.25 11.89 11.67 1.510.904.117.13 11.18 11.10 10.99 11.01 1.281.207.329.2710.57 10.50 10.44 10.50 10.52 1.571.094.093.1910.66 10.64 10.62 11.11 11.10 1.260.843.726.8311.16 11.66 11.78 11.87 11.77 1.520.864.355.4812.10 12.51 12.88 13.25 13.43 1.030.714.777.7613.37 13.44 13.69 13.55 13.89 1.571.022.313.17 14.08 13.94 13.99 14.08 0.990.693.993.8114.07 14.11 13.70 13.39 13.15 1.390.804.876.2113.38 13.64 13.59 13.60 13.54 1.320.744.417.3413.47 13.37 13.71 13.93 13.70 1.330.824.676.9214.41 15.36 15.51 15.64 15.42 1.280.644.744.4815.27 14.79 14.72 14.53 14.27 1.080.754.104.5714.12 14.17 13.95 13.65 13.73 1.490.934.765.9713.35 12.40 12.37 12.35 12.49 1.880.954.996.1412.54 13.02 13.20 13.55 13.73 1.050.754.324.1014.05 13.92 14.00 14.33 14.37 1.460.705.628.5814.38 14.43 14.35 1.270.905.036.6114.39 14.71 14.78 14.92 1.190.713.575.6415.16 14.99 15.29 15.22 15.16 1.130.763.104.7014.98 14.82 14.96 15.12 14.95 1.180.954.074.9714.95 14.93 14.64 14.55 14.26 1.120.684.745.3214.08 13.90 13.71 13.61 13.68 1.420.965.625.1013.82 13.72 13.63 13.26 13.03 1.250.777.055.6013.02 12.91 12.70 12.48 12.35 0.930.674.107.55 11.88 11.78 11.54 11.20 1.450.854.916.0610.93 10.65 10.51 10.24 10.04 1.740.815.126.269.90 9.51 9.31 9.39 9.11 1.860.936.017.368.87 9.22 9.06 8.72 8.56 2.061.007.726.118.36 8.30 8.09 8.16 7.92 1.711.015.207.788.45 8.61 8.88 8.64 8.84 1.851.436.639.229.01 8.78 8.96 9.47 1.470.786.686.999.74 10.30 10.67 11.14 11.33 1.350.914.697.1512.20 11.85 11.94 12.18 12.72 1.500.714.424.7213.18 13.25 13.72 14.29 14.27 1.860.965.408.6114.60 14.52 14.18 14.01 14.05 1.690.966.446.5613.35 13.35 13.45 13.16 12.90 1.721.134.617.2712.57 12.46 12.07 11.67 11.59 2.771.546.295.56 11.09 10.65 10.75 10.71 1.500.876.777.5510.51 10.85 10.96 11.18 10.89 1.510.834.856.4210.92 11.38 11.78 11.79 11.37 1.691.024.025.5311.36 11.40 11.84 11.74 11.47 1.450.724.313.8511.50 11.27 11.25 10.71 10.64 1.350.744.534.2610.47 10.07 9.82 9.80 9.84 1.420.896.048.039.82 10.08 9.99 10.09 1.851.044.927.6510.36 10.40 10.56 10.65 11.14 1.480.784.916.0211.15 11.11 11.02 11.16 11.45 1.570.604.405.7211.55 11.56 11.67 11.51 11.32 1.370.713.712.9511.19 11.25 11.16 10.90 10.53 1.400.694.915.94 10.78 11.20 11.35 11.09 1.550.886.034.5010.95 11.23 11.63 11.60 11.69 1.340.904.547.5611.88 11.81 11.72 11.46 11.41 1.330.843.824.5911.28 11.20 11.03 10.63 10.70 1.810.943.985.0710.72 10.42 9.95 9.71 9.67 9.59 9.73