Trading – Cash Markets (including equities, interest rate and warrant trades)
• In November 2018, the average daily number of trades was 17% higher than the pcp. The average daily valuetraded on-market of $4.7 billion was up 11% on the pcp.
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in November down on the previous month 0.7%.
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in November was an average of 16.2 (compared to 16.4 in October)