Trading – Cash Markets (including equities, interest rate and warrant trades)
- In January 2019, the average daily number of trades was 17% higher than the pcp. The average daily value traded on-market of $3.7 billion was up 3% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in January down on the previous month 0.9%.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in January was an average of 14.8 (compared to 17.6 in December).
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