- The 201 equities listed in both Canada and the US had average daily volume across both countries of 1.04 billion shares in August (-9.66% m/m).
- Of this total, 711.7 million (-16.60% m/m) traded in the US and 332.8 million (+9.93% m/m) in Canada, for a US-CAD split of 68.1%-31.9%.
- Looking at value traded, the US-CAD gap is less pronounced, at 60.96% south of the border to 39.04% north.
- The US OTC market traded 4.26% of the total value in single-listed Canadian securities, down 73 bps m/m.
- Average daily volume dipped 0.15% m/m (+27.41% y/y), to 1.18 billion shares.
- Dark-pool market share fell 10 bps m/m (+34 bps y/y) to 6.49%.
- Hidden orders on lit markets executed 5.07% of Canadian volume in August, up 5 bps from July.
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