Market Structure Reports

Back To List
EU LTBL
US LTBL
Canadian Trading Monthly
Monthly ETP Review
Digest
EU Digest
Trading Talk
EU Volumes
US Securities Volumes

Canadian Trading Monthly

March 16, 2020
  • The 183 equities listed in both Canada and the US had average daily volume across both countries of 683.5 million shares in February, up 21.01% m/m.
  • Of this total, 382.2 mn (+19.96% m/m) traded in the US and 301.3 mn (+22.36% m/m) in Canada, for a US-CAD split of 55.9%-44.1%, compared with 56.6%-43.4% in January.
  • The US OTC market traded 2.10% of the total value in single-listed Canadian securities, down 22 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) climbed 16.39% m/m (-1.56% y/y), to 1.14 bn.
  • Dark-pool market share dropped 380 bps m/m (-282 bps y/y) in February, to 5.45%.

Continue Reading

Recent Posts

Back To List