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US Securities Volumes

Canadian Trading Monthly

April 16, 2020
  • The 181 equities listed in both Canada and the US had average daily volume across both countries of 1,255.0 million shares in March, up 83.61% m/m.
  • Of this total, 597.7 mn (+118.15% m/m) traded in the US and 597.7 mn (+56.39% m/m) in Canada, for a US-CAD split of 47.6%-52.4%, compared with 55.9%-44.1% in February.
  • The US OTC market traded 1.70% of the total value in single-listed Canadian securities, down 40 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) surged 51.99% m/m (+50.44% y/y), to 1.74 bn.
  • Dark-pool market share fell 24 bps m/m (-329 bps y/y) in March, to 5.20%.

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