Trading – Cash Markets (including equities, interest rate and warrant trades)
- In November 2019, the average daily number of trades was 17% higher than the pcp. The average daily value traded on-market of $5.1 billion was up 9% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in November (compared to 0.6% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in November was an average of 11.1 (compared to 16.2 in the pcp).
Click here for full details.
