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Canadian Trading Monthly

August 19, 2021

  • The 222 equities listed in both Canada and the US had average daily volume across both countries of 565.0 million shares in August, (-1.60% m/m).
  • Of this total, 325.1 mn (-5.93% m/m) traded in the US and 239.9 mn (+4.94% m/m) in Canada, for a US-CAD split of 57.5%-42.5%, compared with 60.2%-39.8% in July.
  • The US OTC market traded 4.34% of the total value in single-listed Canadian securities, down 66 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 0.76% m/m (-15.70% y/y), to 1.03 billion shares.
  • Dark-pool market share rose 27 bps m/m (-281 bps y/y) in August, to 4.60%.

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