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Canadian Trading Monthly

January 23, 2020
  • We present 2019-in-review stats for market-wide Canadian trading in a special section beginning on page 16.
  • The 184 equities listed in both Canada and the US had average daily volume across both countries of 536.6 million shares in December, up 1.08% m/m.
  • Of this total, 294.3 mn (2.40% m/m) traded in the US and 242.2 mn (-0.48% m/m) in Canada, for a US-CAD split of 54.9%-45.1%, compared with 54.1%-45.9% in November.
  • The US OTC market traded 2.48% of the total value in single-listed Canadian securities, up 15 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) climbed 7.41% m/m (-19.33%% y/y), to 951.8 mn.
  • Dark-pool market share rose 7 bps m/m (118 bps y/y) in December, to 8.37%.
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