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US Securities Volumes

Canadian Trading Monthly

August 14, 2020

• US market share hit the highest level since March 2014.

• The 178 equities listed in both Canada and the US had average daily volume across both countries of 755.7 million shares in July, down 14.22% m/m.

• Of this total, 393.4 mn (-4.18% m/m) traded in the US and 262.2 mn (-25.87% m/m) in Canada, for a US-CAD split of 60.0%-40.0%, from 53.7%-46.3% in June.

• The US OTC market traded 4.58% of the total value in single-listed Canadian securities, up 140 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 7.10% m/m (+52.41% y/y), to 1.28 billion shares.

• Dark-pool market share dropped 66 bps m/m (-520 bps y/y) in July, to 3.71%.

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