Trading – Cash Markets (including equities, interest rate and warrant trades)
• In March 2018, the average daily number of trades was 19% higher than the pcp. The average daily value traded on-market of $4.4 billion was up 1% on the pcp.
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in March down on the previous month (0.7%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in March was an average of 14.0 (compared to 16.3 in February)