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

• In July 2020, the average daily number of trades was 12% lower than the pcp. The average daily value traded onmarket of $5.4 billion was up 21% on the pcp. 
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.9% in July (compared to 0.4% in the pcp).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in July was an average of 19.1 (compared to 11.2 in the pcp).

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