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S&P 500 report for week ending 24th Mar 2017

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Current FFI:
4.66

% Market share

Weekly turnover

Market share by venue

VenueValue (mil USD)VolumeShare
NYSE109,328.091,959,381,34428.18%
NASDAQ103,682.041,526,450,67421.95%
NYSE Arca45,854.79716,205,47410.30%
BATS39,330.88676,390,0359.73%
EDGX39,420.97676,012,3839.72%
BATS Y21,948.60459,667,3366.61%
NASDAQ BX17,425.57297,263,7984.28%
IEXG15,484.03246,215,1043.54%
EDGA11,480.05231,764,6993.33%
NASDAQ PHLX4,816.7092,228,9311.33%
Chicago Stock Exchange2,927.0947,676,5130.69%

Market breakdown

Top fragmented stocks

StockDescriptionFFIValueVolumeTrades
HCP.USHCP, Inc. Common Stock
6.37
528,028,17217,360,679121,084
UNP.USUnion Pacific Corporation Common Stock
6.31
1,291,495,94712,383,733111,156
HBAN.USHuntington Bancshares Incorporated
6.30
756,123,21958,004,259235,052
CSCO.USCisco Systems, Inc.
6.12
1,788,845,38152,464,887270,867
AYI.USAcuity Brands, Inc. Common Stock
6.11
449,324,5732,206,23426,606
TSO.USTesoro Corporation Common Stock
6.10
654,024,0537,962,84483,730
BAC.USBank of America Corporation Common Stock
6.09
10,412,017,259446,534,372935,115
INTC.USIntel Corporation
6.06
2,130,969,40060,380,730371,941
SPLS.USStaples, Inc.
6.02
145,283,14016,855,74093,050
DG.USDollar General Corporation Common Stock
5.99
915,258,54213,063,289114,365
KEY.USKeyCorp Common Shares
5.95
960,529,45255,242,684259,193
RF.USRegions Financial Corporation Common Stock
5.94
1,099,379,14576,549,643299,537
CXO.USConcho Resources Inc. Common Stock
5.92
614,021,5784,827,20858,424
SIG.USSignet Jewelers Limited Common Shares
5.83
343,429,5395,087,64151,507
STT.USState Street Corporation Common Stock
5.82
742,387,5519,612,357102,904
KR.USThe Kroger Co. Common Stock
5.82
809,820,29127,762,836174,209
CMG.USChipotle Mexican Grill, Inc. Common Stock
5.82
1,089,846,5392,665,57636,319
JWN.USNordstrom, Inc. Common Stock
5.81
397,430,1909,475,40891,653
FMC.USFMC Corporation Common Stock
5.79
295,359,8234,857,93644,810
FBHS.USFortune Brands Home & Security, Inc. Common Stock, par value $0.01 per share
5.74
270,397,0014,495,12944,295

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