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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%.

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