Trading – Cash Markets (including equities, interest rate and warrant trades)
- In May 2021, the average daily number of trades was in line with the pcp. The average daily value traded onmarket of $5.5 billion was down 16% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in May (compared to 1.3% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in May was an average of 12.6 (compared to 24.7 in the pcp).
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