We had the same request a couple of weeks ago. I had a minor freakout because a) I thought we were almost done; b) this letter made it feel like they were questioning the genuineness of our relationship; and c) since we are waiting for final approval before we can move, I had not lined up a job or apartment yet. So I calmed myself down and contacted one of my aunts in Canada, who briefly worked in immigration law several years ago. She said letters from family are good to have, as well as any copies of emails where I have inquired about jobs and apartments to show that I'm planning for my move.
I wrote an updated statement (I included one in our original application about my intent to move back to Canada, as it was required of the sponsor in the first place) but I wrote a new statement updating my plans, how they've progressed since the time that we first applied. Then I backed up points in my statement with supporting documents. For example, I included screenshots from my computer from over the past few months where I've been looking at rental properties and job searches; I included a copy of flight itinerary from recent trips to Toronto where I visited family (showing ties to my hometown), among other things. You can also include copies of emails with friends/family where you mention your plans to move with your spouse. And definitely ask any family members to write a letter on your behalf, stating their knowledge of your sponsor's plans to move back to Canada. Overall, it's good to include a combination of different things that all show support of the sponsor's intent to move back to Canada.