Trading – Cash Markets (including equities, interest rate and warrant trades)
- In October 2021, the average daily number of trades was up 15% on the pcp. The average daily value traded onmarket of $6.2 billion was up 18% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in October, compared to 0.8% in the pcp.
- Future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 13.5, compared to 20.9 in the pcp.
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