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Europe report for week ending 21st Nov 2014

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Weekly FFI

IndexFFI(Prev)%Chg
TechMark
2.38
2.48-3.70
FTSE 100
2.24
2.27-1.56
FTSE All-Share
2.22
2.25-1.32
OSLO OBX
2.17
2.14+1.38
BEL 20
2.17
2.14+1.22
FTSE 250
2.12
2.13-0.13
AEX
2.10
2.12-0.80
CAC 40
2.06
2.08-0.94
OMX H25
2.01
1.93+4.20
ISEQ
2.01
2.07-2.55
DAX
2.00
2.09-4.07
OMX S30
1.96
1.99-1.73
OMX C20
1.92
1.84+4.34
SMI
1.88
1.96-4.13
Stoxx 50
1.86
1.89-1.65
PSI 20
1.81
1.77+2.19
FTSE MIB
1.58
1.57+0.49
IBEX
1.52
1.53-0.58
Istanbul 30
1.00
1.00+0.00

Top fragmented stocks

Lit venue turnover

VenueValue(EUR)VolumeTradesShare
BATS Chi-X CXE35,209,494,8203,234,872,9506,872,54717.21%
LSE28,591,718,3044,743,813,3153,537,36813.98%
Deutsche Börse24,112,788,879770,148,1571,158,22411.79%
Paris19,924,815,506952,958,9912,151,3129.74%
Turquoise15,078,077,4341,579,024,8973,014,6897.37%
Milan15,076,400,0394,862,645,0481,291,2267.37%
Madrid13,351,107,8892,758,972,9711,641,6846.53%
SIX Swiss10,111,805,600170,534,542442,6604.94%
Amsterdam8,612,121,380571,806,655889,5004.21%
BATS Chi-X BXE7,483,407,033621,771,1161,557,9003.66%
Istanbul7,336,258,2744,756,548,6791,690,4843.59%
Stockholm6,715,481,311747,767,2121,049,2683.28%
Swiss Exchange2,574,798,049113,380,739221,3671.26%
Oslo2,419,418,106676,914,503558,2841.18%
Helsinki2,115,728,663236,105,766344,9141.03%
Copenhagen2,038,270,949111,274,248273,2151.00%
Brussels1,881,926,09562,094,098262,3450.92%
Equiduct954,872,246147,480,016162,4540.47%
Lisbon457,263,8781,777,632,572108,3760.22%
Aquis269,247,35935,411,15252,3920.13%
Dublin212,905,917133,525,73525,8490.10%
TOM MTF50,510,6753,467,8955,9530.02%
Burgundy8,064,765733,2032,2880.00%

Off-Book venue turnover

VenueValue(EUR)VolumeTradesShare
Madrid19,913,903,2492,461,582,9741,03144.61%
LSE16,468,051,88422,647,097,137397,64836.89%
BATS Chi-X BXE2,417,061,311121,117,544123,6145.41%
SIX Swiss1,570,748,87618,172,0367,5033.52%
Paris899,544,80826,475,2693812.01%
Swiss Exchange751,423,80226,446,2891,2861.68%
Copenhagen667,270,80740,591,21735,8661.49%
Stockholm542,167,75048,226,1976,4501.21%
Oslo364,068,47282,928,8417070.82%
Amsterdam352,212,13413,576,0683,8240.79%
Dublin329,184,312199,604,8151,5550.74%
Helsinki171,062,51718,083,1253,8220.38%
Deutsche Börse161,957,9724,849,69511,6510.36%
Brussels30,747,8782,785,014320.07%
Equiduct3,873,226382,3387300.01%
BATS Chi-X CXE819,32646,6763130.00%
Burgundy563,14340,59620.00%

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