Trading – Cash Markets (including equities, interest rate and warrant trades)
- In May 2019, the average daily number of trades was 35% higher than the pcp. The average daily value traded onmarket of $4.9 billion was up 10% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in May up on the previous month 0.4%.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in May was an average of 13.6 (compared to 11.4 in April).
Click here for full details.