Europe report for week ending 11th May 2012

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Weekly FFI

IndexFFI(Prev)%Chg
FTSE 100
2.41
2.41-0.11
FTSE All-Share
2.37
2.37-0.23
TechMark
2.33
2.28+2.11
FTSE 250
2.13
2.16-1.49
OMX S30
2.12
2.16-1.59
CAC 40
2.09
2.17-3.75
AEX
2.08
2.23-6.85
OSLO OBX
2.04
2.18-6.51
DAX
1.98
1.99-0.46
BEL 20
1.97
2.06-4.76
OMX H25
1.94
1.95-0.38
SMI
1.92
1.92-0.15
ISEQ
1.92
1.81+5.65
Stoxx 50
1.79
1.89-5.10
OMX C20
1.67
1.70-1.60
PSI 20
1.60
1.68-4.43
FTSE MIB
1.41
1.51-6.95

Top fragmented stocks

Lit venue turnover

VenueValue(EUR)VolumeTradesShare
BATS Chi-X CXE33,088,307,2023,923,901,2117,841,57019.72%
LSE23,254,037,6505,290,398,9093,234,89413.86%
Deutsche Börse22,791,147,7681,133,265,5031,470,13113.59%
Paris18,165,486,5251,096,808,7592,642,14510.83%
Milan12,556,175,4346,213,893,5621,236,4617.48%
Madrid9,334,946,6471,634,274,9441,110,5245.56%
SIX Swiss8,598,164,673288,095,550490,9275.13%
Turquoise8,229,195,9721,035,609,0982,461,3004.91%
Stockholm6,588,601,494710,446,3961,127,7213.93%
Amsterdam6,515,029,976707,864,966901,8273.88%
BATS Chi-X BXE6,378,881,974758,492,0051,882,2113.80%
Oslo3,072,522,934738,663,842539,1641.83%
Swiss Exchange2,368,884,97494,255,837213,3371.41%
Helsinki1,860,344,601295,654,827408,5301.11%
Copenhagen1,658,831,23690,315,103256,7930.99%
Brussels1,625,761,215108,376,730363,7110.97%
Equiduct668,558,214138,358,332213,1380.40%
Lisbon394,396,485417,362,64391,7640.24%
Burgundy386,371,17669,705,42880,8920.23%
Dublin120,197,58796,250,05615,5620.07%
Nyse Arca54,850,7845,741,79311,5110.03%
TOM MTF46,379,5797,149,2817,3390.03%

OTC venue turnover

VenueValue(EUR)VolumeTradesShare
LSE14,602,647,8958,132,493,311288,03071.55%
Paris2,219,215,14155,208,24436310.87%
Swiss Exchange1,134,100,57431,470,1612,2505.56%
SIX Swiss453,551,47211,883,0258,4602.22%
Copenhagen447,322,52927,623,29433,6982.19%
Stockholm435,674,72648,308,4789402.13%
Oslo262,067,73789,181,8545631.28%
Amsterdam220,394,30313,609,1563,8621.08%
Burgundy188,265,35715,147,786760.92%
Deutsche Börse172,567,98814,767,06818,7280.85%
Dublin146,044,731131,032,6971,3420.72%
Helsinki64,591,66619,507,3705680.32%
Turquoise35,954,0104,568,9644,3650.18%
Brussels22,105,9202,072,935590.11%
Plus1,429,37417,014,1495320.01%
Milan1,236,894159,08930.01%
Lisbon958,201194,754140.00%
Madrid01,354,205,7767190.00%

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