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Canadian Trading Monthly

Canadian Trading Monthly

• We present 2021 year-in-review stats for market-wide Canadian trading in a special section beginning on page 15.

• The 233 equities listed in both Canada and the US had average daily volume across both countries of 703.1 million shares in December, (-9.61% m/m).

• Of this total, 409.2 million (-8.68% m/m) traded in the US and 294.0 million (-10.87% m/m) in Canada, for a US-CAD split of 58.2%-41.8%, compared with 57.6%-42.4% in November.

• The US OTC market traded 2.97% of the total value in single-listed Canadian securities, down 253 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 13.93% m/m (-30.68% y/y), to 1.17 billion shares.

• Dark-pool market share fell 30 bps m/m (+32 bps y/y) in December, to 4.17%.

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