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Canadian Trading Monthly

Canadian Trading Monthly
  • The 232 equities listed in both Canada and the US had average daily volume across both countries of 828.1 million shares in May (+ 14.35% m/m).
  • Of this total, 486.9 million (+13.31% m/m) traded in the US and 341.2 million (15.87% m/m) in Canada, for a US-CAD split of 58.8%-41.2%, compared with 59.3%-40.7% in May.
  • The US OTC market traded 1.84% of the total value in single-listed Canadian securities, down 47 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) increased 1.03% m/m (-17.25% y/y), to 1.20 billion shares.
  • Dark-pool market share increased 16 bps m/m (+16 bps y/y) in May, to 4.50%.

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