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US Securities Volumes

Canadian Trading Monthly

May 18, 2020
  • The 181 equities listed in both Canada and the US had average daily volume across both countries of 773.9 million shares in April, down 38.33% m/m.
  • Of this total, 381.1 mn (-36.24% m/m) traded in the US and 392.8 mn (-40.23% m/m) in Canada, for a US-CAD split of 49.2%-50.8%, from 47.6%-52.4% in March.
  • The US OTC market traded 2.38% of the total value in single-listed Canadian securities, up 68 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 18.21% m/m (+34.31% y/y), to 1.42 billion shares.
  • Dark-pool market share fell 44 bps m/m (-436 bps y/y) in April, to 4.76%.
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