Trading – Cash Markets (including equities, interest rate and warrant trades)
- In September 2021, the average daily number of trades was up 13% on the pcp. The average daily value traded onmarket of $7.1 billion was up 14% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in September (compared to 1.1% in the pcp).
- Future volatility (as measured by the S&P/ASX 200 VIX) in September was an average of 12.0 (compared to 20.8 in the pcp).
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