TAG Preps Canadian Liquidity Report

Transaction cost analysis service provider Transaction Auditing Group will launch a Canadian market quality assessment report in the second quarter of this year that will help traders understand—based on prices, sizes and trade quality—how efficiently the market is operating, in light of the fragmentation of Canadian equities in recent years.

The Canadian Market Quality Report includes metrics relating to the Canadian best bid and offer (CBBO), derived by TAG from market data supplied by an

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