Trading – Cash Markets (including equities, interest rate and warrant trades)
* In July 2018, the average daily number of trades was 5% higher than the pcp. The average daily value traded onmarket of $4.0 billion was down 1% on the pcp.
* Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in July up on the previous month (0.4%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) in July was an average of 12.6 (compared to 11.7 in June).