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Message: Re: L2 update please
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May 27, 2011 01:40PM
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May 27, 2011 02:01PM
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May 27, 2011 02:15PM
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SLI: Price Change % Change Volume Bid/Ask Day High/Low
1.84
+0.04 2.22% 40,559 1.83 / 1.84 1.86 / 1.80
Market by Price
Bids
Total Size # of Orders Price
1,000 1 1.83
200 1 1.82
1,000 1 1.81
3,700 3 1.80
500 1 1.79
Asks
Price # of Orders Total Size
1.84 2 2,900
1.85 1 5,000
1.86 2 2,800
1.87 1 1,000
1.88 1 2,000
Market by Order
Bids
Time of Order Broker Name Size Price
2:26:53 TD SEC 1,000 1.83
2:25:16 MERRILL LYNCH 200 1.82
2:09:13 TD SEC 1,000 1.81
7:01:26 RBC 700 1.80
11:12:47 RBC 1,000 1.80
2:10:22 TD SEC 2,000 1.80
9:10:35 SCOTIA 500 1.79
7:10:44 RAYMOND JAMES 2,200 1.78
9:23:24 TD SEC 10,000 1.77
2:47:06 ANONYMOUS 9,000 1.76
Asks
Price Size Broker Name Time of Order
1.84 2,000 ANONYMOUS 2:40:38
1.84 900 FIMAT 2:40:38
1.85 5,000 TD SEC 2:08:05
1.86 800 ANONYMOUS 12:32:16
1.86 2,000 ANONYMOUS 1:53:07
1.87 1,000 SCOTIA 11:10:39
1.88 2,000 CANACCORD 9:47:59
1.89 1,000 DESJARDINS 1:39:03
1.90 1,500 CIBC 5/26/2011 9:36:42
1.90 1,000 CANACCORD 8:57:37
Time and Sales
Time Price Volume
14:40 1.84 1,000
14:34 1.84 1,000
14:19 1.84 600
14:19 1.84 1,000
14:05 1.80 80
14:05 1.80 1,300
14:05 1.81 200
14:05 1.81 1,500
14:05 1.81 400
14:05 1.83 1,000
13:35 1.86 200
13:35 1.85 1,800
13:16 1.85 2,500
13:12 1.85 50
13:12 1.85 200
12:39 1.86 75
12:39 1.86 1,000
12:32 1.86 200
12:27 1.86 1,800
12:27 1.85 2,000
data as of 05-27-2011 14:40:38
2
May 27, 2011 02:59PM
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