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Canadian Trading Monthly

July 15, 2021

  • The 216 equities listed in both Canada and the US had average daily volume across both countries of 751.6 million shares in June, (+3.83% m/m).
  • Of this total, 464.9 mn (+7.96% m/m) traded in the US and 286.6 mn (-2.24% m/m) in Canada, for a US-CAD split of 61.9%-38.1%, compared with 59.5%-40.5% in May.
  • The US OTC market traded 4.67% of the total value in single-listed Canadian securities, down 31 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 10.38% m/m (-5.41% y/y), to 1.30 billion shares.
  • Dark-pool market share fell 20 bps m/m (-232 bps y/y) in June, to 4.26%.

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