Trading – Cash Markets (including equities, interest rate and warrant trades)
• In June 2018, the average daily number of trades was 2% higher than the pcp. The average daily value traded onmarket of $4.8 billion was down 1% on the pcp.
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.4% in June up on the previous month (0.3%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in June was an average of 11.7 (compared to 12.0 in May)