Traders create liquidity . love em or hate em they are a part and parcel of the market .
Below is a link [page 8 ] and a screenshot to the S&P Australian Indices Methodology .
AVZ would not be getting added to any index unless it has sufficient liquidity , simple as that .
https://www.spglobal.com/spdji/en/documents/methodologies/methodology-sp-asx-australian-indices.pdf
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