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Canadian Trading Monthly

Canadian Trading Monthly
  • The 218 equities listed in both Canada and the US had average daily volume across both countries of 536.3 million shares in May (-2.78% m/m).
  • Of this total, 301.1 million (+1.38% m/m) traded in the US and 235.1 million (-7.65% m/m) in Canada, for a US-CAD split of 56.2%-43.8%, compared with 53.8%-46.2% in April.
  • The US OTC market traded 1.51% of the total value in single-listed Canadian securities, up 3 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 12.21 % m/m (-30.93% y/y), to 828.4 million shares.
  • Dark-pool market share rose 54 bps m/m (+120 bps y/y) in May, to 5.70%.

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