Trading – Cash Markets (including equities, interest rate and warrant trades)
- In November 2023, the average daily number of trades was down 4% on the pcp. The average daily value traded on-market of $4.953 billion was down 18% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in November, down from 0.6% in the pcp.
- Future volatility (as measured by the S&P/ASX 200 VIX) in November was an average of 11.6, down 21% on pcp
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