- The 200 equities listed in both Canada and the US had average daily volume across both countries of 708.6 million shares in October (-11.55% m/m).
- Of this total, 429.3 million (-9.56% m/m) traded in the US and 279.3 million (-14.45% m/m) in Canada, for a US-CAD split of 60.6%-39.4%, compared with 59.2%-40.8% in September.
- The US OTC market traded 2.89% of the total value in single-listed Canadian securities, up 69 bps m/m.
- Market-wide Canadian ADV (including single-listed names) dipped 0.09% m/m (+23.34% y/y), to 1,055.8 million shares.
- Dark-pool market share increased 16 bps m/m (+70 bps y/y) to 6.26%.
- Hidden orders on lit markets executed 4.48% of Canadian volume in October, up 19 bps from September.
View the report