<< rosenblatt | All Market STructure REports

Canadian Trading Monthly

Canadian Trading Monthly
  • The 225 equities listed in both Canada and the US had average daily volume across both countries of 551.6 million shares in April (-20.01% m/m).
  • Of this total, 297.0 million (-19.22% m/m) traded in the US and 254.6 million (-20.93% m/m) in Canada, for a US-CAD split of 53.8%-46.2%, compared with 53.3%-46.7% in March.
  • The US OTC market traded 1.48% of the total value in single-listed Canadian securities, up 5 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 11.90 % m/m (-20.51% y/y), to 943.6 million shares.
  • Dark-pool market share rose 4 bps m/m (+82 bps y/y) in April, to 5.16%.

View the report
see all reports