Trading – Cash Markets (including equities, interest rate and warrant trades)

• In November 2020, the average daily number of trades was 4% lower than the pcp. The average daily value traded on-market of $6.6 billion was up 29% on the pcp. 
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in November (compared to 0.5% in the pcp). 
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in November was an average of 18.0 (compared to 11.1 in the pcp).

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