Category

Venue Trade
Type
Turnover
(,000 CAD)
Volume #Trades Av. Value Av. Size VWAP
Lit     6,219 3,005,958 5,985 1,039 502 2.0689
  TSX   3,209 1,549,775 2,297 1,397 675 2.0707
    AT 2,592 1,251,875 1,984 1,306 631 2.0704
    M 38 18,100 38 989 476 2.0758
    X 580 279,800 275 2,108 1,017 2.0717
  Chi-X Canada   1,459 705,352 1,902 767 371 2.0689
    AT 1,459 705,352 1,902 767 371 2.0689
  Alpha Exchange   1,106 535,882 1,082 1,022 495 2.0644
    AD 3 1,400 3 966 467 2.0693
    AT 1,103 534,482 1,079 1,023 495 2.0644
  Omega ATS   279 135,200 474 588 285 2.0606
    AT 279 135,200 474 588 285 2.0606
  TMX Select   125 60,300 159 784 379 2.0684
    AT 113 54,700 141 802 388 2.0682
    X 12 5,600 18 644 311 2.0705
  Pure Trading   25 11,900 68 361 175 2.0624
    AT 20 9,900 55 371 180 2.0604
    X 4 2,000 13 319 154 2.0720
  Frankfurt   16 7,549 3 5,446 2,516 2.1642
    AT 16 7,549 3 5,446 2,516 2.1642
Dark     56 27,200 107 525 254 2.0655
  TriAct MATCH Now   53 25,800 104 512 248 2.0653
    AT 53 25,800 104 512 248 2.0653
  Alpha Exchange   3 1,400 3 966 467 2.0693
    AD 3 1,400 3 966 467 2.0693
OTC     491 237,977 73 6,722 3,260 2.0619
  FINRA OTC   491 237,977 73 6,722 3,260 2.0619
    AP 2 1,051 1 2,134 1,051 2.0307
    AT 489 236,926 72 6,786 3,291 2.0621
Total     6,766 3,271,135 6,165 1,097 531  

The above is a more complete description of last week's trades for more info you can run these reports on

http://fragmentation.fidessa.com/fragulator/