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Canada report for week ending 11th Jul 2014

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Weekly FFI

IndexFFI(Prev)%Chg
S&P/TSX 60
2.64
2.35+12.18
S&P/TSX Composite
2.49
2.28+9.23

Top fragmented stocks

Lit venue turnover *

VenueValue(CAD)VolumeTradesShare
TSX24,446,518,6402,083,270,9433,838,48163.65%
Chi-X Canada10,739,980,864531,098,0481,540,49016.23%
Alpha Exchange4,172,432,962278,670,1601,106,8788.51%
CX21,291,488,703140,023,250389,5124.28%
TMX Select1,046,683,26992,523,500309,9362.83%
Omega ATS1,100,322,55577,899,260241,8352.38%
Pure Trading1,454,954,23566,613,101143,6732.04%
Lynx ATS74,899,6432,744,3008,4400.08%

Dark venue turnover *

VenueValue(CAD)VolumeTradesShare
TriAct MATCH Now1,775,924,11093,320,000274,87293.81%
Liquidnet Canada112,585,7423,058,900603.08%
Alpha Exchange67,199,9562,872,6005,9862.89%
ICX2,077,776222,7002990.22%
*Ranked by volume.

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