Trading – Cash Markets (including equities, interest rate and warrant trades)
- In March 2020, the average daily number of trades was 96% higher than the pcp. The average daily value traded on-market of $10.5 billion was up 111% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 4.1% in March (compared to 0.3% in the pcp).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in March was an average of 36.6 (compared to 12.1 in the pcp).
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