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Canadian Trading Monthly

August 19, 2021

  • The 218 equities listed in both Canada and the US had average daily volume across both countries of 574.2 million shares in July, (-23.60% m/m).
  • Of this total, 345.6 mn (-25.67% m/m) traded in the US and 228.6 mn (-20.24% m/m) in Canada, for a US-CAD split of 60.2%-39.8%, compared with 61.9%-38.1% in June.
  • The US OTC market traded 5.00% of the total value in single-listed Canadian securities, up 33 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 20.30% m/m (-18.86% y/y), to 1.04 billion shares.
  • Dark-pool market share rose 7 bps m/m (-440 bps y/y) in July, to 4.33%.

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