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Canadian Trading Monthly

June 15, 2021
  • The 208 equities listed in both Canada and the US had average daily volume across both countries of 723.9 million shares in May, (+20.86% m/m).
  • Of this total, 430.7 mn (+22.52% m/m) traded in the US and 293.2 mn (18.51% m/m) in Canada, for a US-CAD split of 59.5%-40.5%, compared with 58.7%-41.3% in April.
  • The US OTC market traded 4.98% of the total value in single-listed Canadian securities, down 196 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 3.82% m/m (+4.15% y/y), to 1.45 billion shares.
  • Dark-pool market share fell 30 bps m/m (-216 bps y/y) in April, to 4.34%.

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