ASX Group Monthly Activity Report - November 2021

Trading – Cash Markets (including equities, interest rate and warrant trades)

• In November 2021, the average daily number of trades was up 6% on the pcp. The average daily value traded onmarket of $6.4 billion was down 2% on the pcp. 
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in November, compared to 0.7% in the pcp. 
• Future volatility (as measured by the S&P/ASX 200 VIX) in November was an average of 12.8 compared to 18.0 in the pcp.

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