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Canadian Trading Monthly

November 12, 2021


  • The 230 equities listed in both Canada and the US had average daily volume across both countries of 689.0 million shares in October, (-4.74% m/m).
  • Of this total, 404.1 million (-6.18% m/m) traded in the US and 284.9 million (-2.62% m/m) in Canada, for a US-CAD split of 58.7%-41.3%, compared with 59.6%-40.4% in September.
  • The US OTC market traded 4.76% of the total value in single-listed Canadian securities, up 116 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) dropped 2.18% m/m (+13.80% y/y), to 1.23 billion shares.
  • Dark-pool market share rose 22 bps m/m (-353 bps y/y) in October, to 4.80%.

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