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Message: Market Depth

Twinbladesamarai
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Re: Market Depth - by order (eod, and more painting)

in response to Market Depth by renaissance
posted on Nov 05, 09 04:13PM

Indicative of a wall to cap SP movement at 0.14. Noteably, asks by TD and UBS.

Market by Price
Bids
Total Size # of Orders Price
3,000 1 0.135
45,500 5 0.130
118,000 10 0.125
202,500 8 0.120
133,900 9 0.115
Asks
Price # of Orders Total Size
0.140 13 578,500
0.145 6 218,220
0.150 8 152,000
0.155 2 170,000
0.160 3 66,500
Market by Order
Bids
Time of Order Broker Name Size Price
3:57:17 ANONYMOUS 3,000 0.135
11/4/2009 1:11:11 BMO NESBITT 500 0.130
11/4/2009 3:14:43 ANONYMOUS 20,000 0.130
11/4/2009 3:40:57 TD SEC 5,000 0.130
7:59:55 HSBC 5,000 0.130
9:42:07 CIBC 15,000 0.130
11/3/2009 9:31:44 ANONYMOUS 8,500 0.125
11/3/2009 9:32:04 ANONYMOUS 10,000 0.125
11/3/2009 10:09:24 ANONYMOUS 30,000 0.125
11/3/2009 10:14:47 ANONYMOUS 10,000 0.125
Asks
Price Size Broker Name Time of Order
0.140 21,500 ANONYMOUS 9/4/2009 1:50:27
0.140 10,000 ANONYMOUS 9/8/2009 9:47:37
0.140 10,000 ANONYMOUS 9/14/2009 10:05:49
0.140 19,000 TD SEC 10/22/2009 7:29:24
0.140 30,000 CIBC 11/2/2009 10:51:31
0.140 161,000 TD SEC 11/2/2009 3:21:22
0.140 50,000 NATIONAL BANK 8:06:45
0.140 200,000 UBS 8:30:45
0.140 500 DESJARDINS 9:22:36
0.140 25,500 BMO NESBITT 10:27:19

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