Trading – Cash Markets (including equities, interest rate and warrant trades)
* In October 2018, the average daily number of trades was 22% higher than the pcp. The average daily value traded
on-market of $4.6 billion was up 25% on the pcp.
* Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in October up on the
previous month (0.4%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 16.4 (compared to
12.4 in September).5nov-asx-group-monthly-activity-report-october2018.pdf