Trading – Cash Markets (including equities, interest rate and warrant trades)
- In September 2019, the average daily number of trades was 30% higher than the pcp. The average daily value traded on-market of $5.4 billion was up 17% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in September, down on the previous month of 0.8%.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in September was an average of 13.1 (compared to 15.9 in August).
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