Trading – Cash Markets (including equities, interest rate and warrant trades)
- In March 2021, the average daily number of trades was 47% lower than the pcp. The average daily value traded onmarket of $6.0 billion was down 43% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in March (compared to 4.1% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in March was an average of 14.3 (compared to 36.6 in the pcp).
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