Trading – Cash Markets (including equities, interest rate and warrant trades)
- In January 2021, the average daily number of trades was 8% lower than the pcp. The average daily value traded onmarket of $5.4 billion was up 21% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in January (compared to 0.6% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in January was an average of 14.4 (compared to 12.4 in the pcp).
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