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Canadian Trading Monthly

December 10, 2021

  • The 233 equities listed in both Canada and the US had average daily volume across both countries of 777.9 million shares in November, (+12.89% m/m).
  • Of this total, 448.1 million (+10.87% m/m) traded in the US and 329.8 million (+15.75% m/m) in Canada, for a US-CAD split of 57.6%-42.4%, compared with 58.7%-41.3% in October.
  • The US OTC market traded 5.50% of the total value in single-listed Canadian securities, up 74 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) climbed 9.68% m/m (+0.82% y/y), to 1.35 billion shares.
  • Dark-pool market share fell 32 bps m/m (-226 bps y/y) in November, to 4.47%.

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