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Europe report for week ending 18th Apr 2014

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Weekly FFI

IndexFFI(Prev)%Chg
FTSE 100
2.48
2.43+2.23
TechMark
2.46
2.42+1.61
FTSE All-Share
2.46
2.40+2.19
FTSE 250
2.39
2.28+4.80
BEL 20
2.33
2.31+0.87
OSLO OBX
2.29
2.31-1.09
AEX
2.19
2.21-1.02
SMI
2.15
2.25-4.24
CAC 40
2.15
2.15-0.01
DAX
2.13
2.14-0.18
OMX S30
2.11
2.05+3.27
ISEQ
2.03
2.02+0.74
Stoxx 50
1.93
1.95-1.14
OMX C20
1.84
1.84-0.50
PSI 20
1.82
1.87-2.56
FTSE MIB
1.52
1.61-5.28
IBEX
1.49
1.54-3.20
OMX H25
1.38
2.09-34.00

Top fragmented stocks

Lit venue turnover

VenueValue(EUR)VolumeTradesShare
BATS Chi-X CXE24,742,507,7002,491,750,7765,200,41315.41%
LSE21,776,365,1264,288,682,1072,936,95213.56%
Deutsche Börse18,416,373,423583,965,6051,098,03611.47%
Paris16,269,244,434722,507,5351,847,48010.13%
Turquoise15,930,855,1831,869,244,8183,453,8409.92%
Milan14,479,724,2636,965,242,2621,166,3119.02%
Amsterdam9,977,429,495585,037,576758,0206.21%
SIX Swiss8,519,474,484172,383,086389,4325.31%
Madrid8,439,308,3434,416,449,7571,126,6845.26%
BATS Chi-X BXE8,164,862,826960,519,2651,839,5705.09%
Stockholm4,707,263,438454,499,684668,3872.93%
Swiss Exchange2,000,195,346105,233,503215,2601.25%
Copenhagen1,506,199,16585,320,783238,9720.94%
Helsinki1,502,534,159474,588,496286,0880.94%
Brussels1,421,999,37164,600,231230,3100.89%
Oslo999,434,849297,043,682201,7080.62%
Equiduct805,033,170140,324,707133,2480.50%
Lisbon636,580,1312,437,715,229118,3260.40%
Dublin190,373,781150,194,58623,4470.12%
TOM MTF51,347,9275,147,3777,5740.03%
Burgundy14,791,1841,776,2353,6640.01%
Nyse Arca5,922,571148,1963840.00%

Off-Book venue turnover

VenueValue(EUR)VolumeTradesShare
LSE18,933,991,51410,096,321,415315,22162.45%
Madrid3,287,777,856516,735,51343710.84%
BATS Chi-X BXE2,617,836,427132,741,752112,0238.63%
Swiss Exchange1,358,554,60831,012,7597,6924.48%
SIX Swiss1,074,330,09024,085,37113,0143.54%
Liquidnet726,835,565110,276,1038242.40%
Paris491,950,41421,454,8062721.62%
Copenhagen415,350,56922,954,91428,0651.37%
Stockholm397,348,51936,752,8083,7961.31%
Amsterdam332,118,96618,745,6073,4421.10%
Dublin219,056,099260,589,9251,6310.72%
Oslo170,997,31717,549,8572940.56%
Helsinki152,112,74920,451,5218080.50%
Deutsche Börse127,157,9174,567,92110,2230.42%
Brussels10,187,211468,401330.03%
Burgundy1,559,49981,44860.01%
BATS Chi-X CXE954,89486,9111230.00%
Equiduct890,835298,0283450.00%
Lisbon296,00169,55530.00%

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