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Canadian Trading Monthly

Canadian Trading Monthly
  • The 230 equities listed in both Canada and the US had average daily volume across both countries of 732.5 million shares in November (+8.03% m/m).
  • Of this total, 440.1 million (+8.89% m/m) traded in the US and 292.4 million (+6.76% m/m) in Canada, for a US-CAD split of 60.1%-39.9%, compared with 59.6%-40.4% in October.
  • The US OTC market traded 1.84% of the total value in single-listed Canadian securities, up 14 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) increased 7.66% m/m (-23.72% y/y), to 1,032.9 million shares.
  • Dark-pool market share rose 4 bps m/m (-20 bps y/y) in November, to 4.72%.

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