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US Securities Volumes

Canadian Trading Monthly

December 16, 2020

• The 193 equities listed in both Canada and the US had average daily volume across both countries of 806.8 million shares in November, up 43.02% m/m.

• Of this total, 458.2 mn (+48.14% m/m) traded in the US and 348.6 mn (+36.81% m/m) in Canada, for a US-CAD split of 56.8%-43.2%, compared with 54.8%-45.2% in October.

• The US OTC market traded 3.94% of the total value in single-listed Canadian securities, UP 33 bps m/m.

• Market-wide Canadian ADV (including single-listed names) rose 23.80% m/m (+51.57% y/y), to 1.34 billion shares.

• Dark-pool market share increased 8 bps m/m (-369 bps y/y) in November, to 4.61%.

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