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Canadian Trading Monthly

October 14, 2021

  • The 223 equities listed in both Canada and the US had average daily volume across both countries of 723.3 million shares in September, (+28.02% m/m).
  • Of this total, 430.8 mn (+59.6% m/m) traded in the US and 292.6 mn (+40.4% m/m) in Canada, for a US-CAD split of 59.6%-40.4%, compared with 57.5%-42.5% in August.
  • The US OTC market traded 3.60% of the total value in single-listed Canadian securities, down 74 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) jumped 23.84% m/m (+6.50% y/y), to 1.26 billion shares.
  • Dark-pool market share slipped 2 bps m/m (-304 bps y/y) in September, to 4.58%

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