"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Trading activity is stable for both safer and riskier bonds" "DESCRIPTION" "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." " A contact person is listed below for any question or other inquiry." "Monthly data" "b. Trade size" "" "Sources: Canadian Depository for Securities and Bank of Canada calculations" "LINK" "https://www.bankofcanada.ca/?p=200864" "SERIES" "id","label","description" "WM_SAN_NOLI20180817_C5B_TSSAFE","Safer","Trade size (Can$ millions)" "WM_SAN_NOLI20180817_C5B_TSRISKIER","Riskier","Trade size (Can$ millions)" "OBSERVATIONS" "date","WM_SAN_NOLI20180817_C5B_TSSAFE","WM_SAN_NOLI20180817_C5B_TSRISKIER" "2010-01-01","2.512749143","1.058710742" "2010-02-01","2.324043537","1.184441282" "2010-03-01","1.747533101","1.236287178" "2010-04-01","2.410750553","1.129193744" "2010-05-01","2.194612622","1.148257827" "2010-06-01","2.011632778","1.002491105" "2010-07-01","2.207184227","1.194648698" "2010-08-01","2.323448222","1.210853536" "2010-09-01","2.138507198","1.291217248" "2010-10-01","2.217949234","1.144965419" "2010-11-01","2.048229341","1.281208162" "2010-12-01","2.032931640","1.294114806" "2011-01-01","2.469591267","1.102073680" "2011-02-01","2.251016701","1.391591889" "2011-03-01","2.391690120","1.554882267" "2011-04-01","2.653637292","1.263478119" "2011-05-01","2.548329888","1.126880915" "2011-06-01","2.365274772","1.326858244" "2011-07-01","2.681634332","1.373488976" "2011-08-01","2.614056716","1.106030764" "2011-09-01","2.018427801","1.221140998" "2011-10-01","2.116793353","0.990400932" "2011-11-01","2.046736166","1.232091638" "2011-12-01","1.998215979","0.982270684" "2012-01-01","2.139192150","0.901280527" "2012-02-01","1.909757789","0.994641565" "2012-03-01","1.873606507","0.984638434" "2012-04-01","2.190212773","1.188864407" "2012-05-01","2.317795346","1.074808291" "2012-06-01","2.102260908","1.151469127" "2012-07-01","1.868334176","1.085967652" "2012-08-01","2.081049263","0.954545840" "2012-09-01","2.116868736","1.297583325" "2012-10-01","2.380796871","1.207311409" "2012-11-01","2.178935412","1.141711359" "2012-12-01","2.048234466","1.033116783" "2013-01-01","2.283318246","1.260950610" "2013-02-01","2.568684087","1.514808138" "2013-03-01","2.179576979","1.006720634" "2013-04-01","2.106767939","1.093296016" "2013-05-01","2.172410710","1.136844280" "2013-06-01","2.132124981","1.235484775" "2013-07-01","2.084333294","0.939342494" "2013-08-01","2.190297550","1.023650569" "2013-09-01","2.503911165","1.736523332" "2013-10-01","2.786896781","1.065087649" "2013-11-01","2.406490680","1.589888519" "2013-12-01","2.475091403","1.082927846" "2014-01-01","3.186283326","1.218176518" "2014-02-01","2.788582929","1.131754645" "2014-03-01","2.567814468","0.994005660" "2014-04-01","2.661383926","1.357972022" "2014-05-01","2.590941838","1.245614765" "2014-06-01","2.479892878","1.062083885" "2014-07-01","2.551919540","1.151407690" "2014-08-01","2.317885264","1.017948596" "2014-09-01","2.751497916","1.311154604" "2014-10-01","2.593443959","1.175018292" "2014-11-01","2.380781665","1.174283973" "2014-12-01","2.178726974","1.161979208" "2015-01-01","2.636953999","1.170755783" "2015-02-01","3.097839972","1.023755376" "2015-03-01","2.882832856","1.246106692" "2015-04-01","2.526840977","1.220168473" "2015-05-01","2.304483965","1.179672109" "2015-06-01","2.381375815","1.300231613" "2015-07-01","2.495461329","1.105342085" "2015-08-01","2.137791194","0.990519472" "2015-09-01","2.923664277","1.278825473" "2015-10-01","2.872453712","0.976548929" "2015-11-01","2.981132753","0.988056703" "2015-12-01","2.641681141","1.026807874" "2016-01-01","2.970705070","1.191709318" "2016-02-01","2.846681065","1.220508920" "2016-03-01","2.575826094","0.877513798" "2016-04-01","2.588913003","1.196067192" "2016-05-01","2.564312043","1.116724766" "2016-06-01","2.956141992","1.163932453" "2016-07-01","2.800813286","1.075501568" "2016-08-01","2.926698125","1.185817941" "2016-09-01","2.664894504","1.284415670" "2016-10-01","2.819210851","1.155113220" "2016-11-01","2.907418460","1.103329225" "2016-12-01","2.387080085","1.050319011" "2017-01-01","2.720776246","1.265877684" "2017-02-01","2.947185624","1.251158432" "2017-03-01","2.774024348","1.074430697" "2017-04-01","2.495866925","1.232723855" "2017-05-01","2.438666527","1.325339765" "2017-06-01","2.728863487","1.233996040" "2017-07-01","2.750497123","1.310198791" "2017-08-01","2.760936735","1.087590208" "2017-09-01","2.780220924","1.349432422" "2017-10-01","2.973044590","1.214482454" "2017-11-01","2.784630591","1.368944853" "2017-12-01","2.518103543","1.202296707" "2018-01-01","2.859131710","1.289784949" "2018-02-01","2.646886229","1.457981511" "2018-03-01","2.293071656","1.235503095" "2018-04-01","2.684543270","1.171194941" "2018-05-01","3.085283747","1.179963861" "2018-06-01","2.612393572","1.222434584" "2018-07-01","2.801342623","1.234921932" "2018-08-01","3.001458980","1.415450845"