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US Securities Volumes

Canadian Trading Monthly

October 29, 2020

• The 189 equities listed in both Canada and the US had average daily volume across both countries of 655.6 million shares in September, up 5.47% m/m.

• Of this total, 378.0 mn (+3.87% m/m) traded in the US and 277.6 mn (+7.74% m/m) in Canada, for a US-CAD split of 57.7%-42.3%, from 58.5%-41.5% in August.

• The US OTC market traded 3.61% of the total value in single-listed Canadian securities, down 117 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 2.77% m/m (+21.03% y/y), to 1.19 billion shares.

• Dark-pool market share climbed 11 bps m/m (-419 bps y/y) in September, to 4.28%.

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