Trading – Cash Markets (including equities, interest rate and warrant trades)
* In May 2018, the average daily number of trades was 2% higher than the pcp. The average daily value traded onmarket of $4.5 billion was down 3% on the pcp.
* Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in May on par with the previous month (0.3%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) in May was an average of 12.0 (compared to 13.3 in April).