Trading – Cash Markets (including equities, interest rate and warrant trades)
- In January 2018, the average daily number of trades was 14% higher than the pcp. The average daily value traded on-market of $3.6 billion was down 1% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in January in line with the previous month (0.3%).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in January was an average of 11.1 (compared to 11.0 in December).
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