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US Securities Volumes

Canadian Trading Monthly

November 13, 2019

• The 184 equities listed in both Canada and the US had average daily volume across both countries of 484.8 million shares in October, down 15.60% m/m.

• Of this total, 262.8 mn (-13.13% m/m) traded in the US and 222.0 mn (-18.35% m/m) in Canada, widening the US-CAD split to 54.2%-45.8%, from 52.7%-47.3% in September.

• The US OTC market traded 1.98% of the total value in single-listed Canadian securities, down 56 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 15.61% m/m, to 826.3 mn.

• Dark-pool market share climbed 41 bps m/m (+107 bps y/y) in October, to 8.88%.

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