ASX Group Monthly Activity Report - October 2020

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

• In October 2020, the average daily number of trades was 12% lower than the pcp. The average daily value traded on-market of $5.2 billion was up 17% on the pcp. 
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8% in October (compared to 0.6% in the pcp). 
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 20.9 (compared to 13.6 in the pcp).