Trading – Cash Markets (including equities, interest rate and warrant trades)
- In December 2020, the average daily number of trades was 6% lower than the pcp. The average daily value traded on-market of $5.6 billion was up 22% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in December (compared to 0.6% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in December was an average of 13.8 (compared to 12.0 in the pcp).
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