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Canadian Trading Monthly

Canadian Trading Monthly
  • The 210 equities listed in both Canada and the US had average daily volume across both countries of 620.5 million shares in October (-18.31% m/m).
  • Of this total, 372.7 million (-18.89% m/m) traded in the US and 247.8 million (-17.43% m/m) in Canada, for a US-CAD split of 60.1%-39.9%, compared with 60.5%-39.5%, in September.
  • The US OTC market traded 3.21% of the total value in single-listed Canadian securities, down 5 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) fell 9.20% m/m (-10.77% y/y), to 856.0 million shares.
  • Dark-pool market share increased 18 bps m/m (+87 bps y/y) in October, to 5.55%.

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