Trading – Cash Markets (including equities, interest rate and warrant trades)
- In August 2019, the average daily number of trades was 36% higher than the pcp. The average daily value traded on-market of $5.5 billion was up 17% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8 % in August, up on the previous month of 0.4%.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in August was an average of 15.9 (compared to 11.2 in July).
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