Trading – Cash Markets (including equities, interest rate and warrant trades)
• In August 2018, the average daily number of trades was 18% higher than the pcp. The average daily value traded on-market of $4.7 billion was up 12% on the pcp.
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in August down on the previous month (0.5%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in August was an average of 11.6 (compared to 12.6 in July).