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US Securities Volumes

Canadian Trading Monthly

July 16, 2020

• The 179 equities listed in both Canada and the US had average daily volume across both countries of 764.3 million shares in June, up 2.82% m/m.

• Of this total, 410.6 mn (+4.85% m/m) traded in the US and 353.8 mn (+0.55% m/m) in Canada, for a US-CAD split of 53.7%-46.3%, from 52.7%-47.3% in May.

• The US OTC market traded 3.18% of the total value in single-listed Canadian securities, up 11 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 1.32% m/m (+51.24% y/y), to 1.37 billion shares.

• Dark-pool market share rose 5 bps m/m (-394 bps y/y) in June, to 4.37%.

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