Trading – Cash Markets (including equities, interest rate and warrant trades)
- In February 2020, the average daily number of trades was 19% higher than the pcp. The average daily value traded on-market of $6.3 billion was up 26% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8% in February (compared to 0.4% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in February was an average of 14.9 (compared to 12.6 in the pcp)
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