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Canadian Trading Monthly

Canadian Trading Monthly
  • The 229 equities listed in both Canada and the US had average daily volume across both countries of 724.2 million shares in May (-19.15% m/m).
  • Of this total, 429.7 million (-18.08% m/m) traded in the US and 294.5 million (-20.65% m/m) in Canada, for a US-CAD split of 59.3%-40.7%, compared with 58.6%-41.4% in March.
  • The US OTC market traded 2.31% of the total value in single-listed Canadian securities, down 3 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 12.71% m/m (-14.97% y/y), to 1.19 billion shares.
  • Dark-pool market share declined 10 bps m/m (-30 bps y/y) in April, to 4.34%.

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