Trading – Cash Markets (including equities, interest rate and warrant trades)
- In October 2019, the average daily number of trades was 19% higher than the pcp. The average daily value traded on-market of $4.5 billion was down 2% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in October, up on the previous month of 0.3%.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 13.6 (compared to 13.1 in September).
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