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Canadian Trading Monthly

Canadian Trading Monthly
  • The 206 equities listed in both Canada and the US had average daily volume across both countries of 597.3 million shares in November (-3.74% m/m).
  • Of this total, 354.3 million (-4.95% m/m) traded in the US and 243.0 million (-1.93% m/m) in Canada, for a US-CAD split of 59.3%-40.7%, compared with 60.1%-39.9%, in October.
  • The US OTC market traded 2.95% of the total value in single-listed Canadian securities, down 26 bps m/m.
  • Market-wide Canadian ADV (including single-listed names) increased 5.12% m/m (-12.88% y/y), to 899.9 million shares.
  • Dark-pool market share increased 7 bps m/m (+90 bps y/y) in November, to 5.62%.

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