Following the introduction of MiFID, the pattern of equity trading in Europe is changing rapidly. The Fidessa Fragmentation Index (FFI) has emerged as the definitive measure of how trading is fragmenting across established and new venues.
Click here to see the top 20.

AEX | BEL 20 | CAC 40 | DAX | FTSE 100 | FTSE 250 | FTSE MIB | IBEX 35 | ISEQ | OMX C20 | OMX H25 | OMX S30 | OSLO OBX | PSI 20 | SMI
Amsterdam | BATS | Brussels | Burgundy | Chi-X | Copenhagen | Dublin | Helsinki | Lisbon
London | Madrid | Milan | NYSE Arca | Nasdaq OMX | Oslo | Paris | SIX Swiss | Stockholm | Turquoise | Xetra

Fidessa Fragmentation Index

Week Ending 27 Aug

Index FFI (Prev)
FTSE 100 2.48 2.49 .UKX
FTSE 250 2.08 2.10 .MCX
AEX 2.03 1.97 .AEX
DAX 1.99 1.93 .DAX
OMX S30 1.93 1.89 .OMXS30.ST
OMX H25 1.93 2.08 .OMXH25.HE
CAC 40 1.92 1.84 .CAC40
BEL 20 1.89 1.84 .BEL20
SMI 1.87 1.97 .SMI
FTSE MIB 1.56 1.54 .MIB
OMX C20 1.43 1.35 .OMXC20.CO
ISEQ 1.38 1.33 .IEOP-I
OSLO OBX 1.28 1.29 .XOBX.OL
PSI 20 1.18 1.18 .PSI20.LS
IBEX 35 1.05 1.05 .IBEX

To analyse this summary click here.

 

Chats or BIX Europe – the shape of things to come? – 26 August 2010

Few can have missed the reports that BATS Global Markets is believed to be in negotiations to buy Chi-X Europe. There is a certain logic for closer ties between the two as they both share a number of the same owners. The timing may also be significant as the fall-off in European volume will have [...]

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