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S&P 500 report for week ending 8th Dec 2017

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Current FFI:
4.66

% Market share

Weekly turnover

Market share by venue

VenueValue (mil USD)VolumeShare
NYSE122,673.271,946,237,85528.37%
NASDAQ115,839.781,444,833,83421.06%
NYSE Arca53,005.20702,807,94110.25%
EDGX47,376.83651,420,6569.50%
BZX39,776.51600,138,2078.75%
BYX27,105.04513,498,7057.49%
NASDAQ BX24,345.33371,248,0505.41%
IEX24,466.58330,308,0334.82%
EDGA8,771.04145,171,8472.12%
Chicago Stock Exchange6,587.1081,545,5281.19%
NASDAQ PHLX5,119.0074,527,5161.09%
NYSE MKT 917.8212,635,0650.18%

Market breakdown

Top fragmented stocks

StockDescriptionFFIValueVolumeTrades
AET.USAetna Inc. Common Stock
7.00
5,366,619,35129,661,773272,897
AGN.USAllergan plc Ordinary Shares
6.70
2,149,744,02312,996,159137,011
HBI.USHanesbrands Inc. Common Stock
6.67
526,280,39525,320,944151,896
CSCO.USCisco Systems, Inc.
6.48
1,870,924,28349,828,740308,139
FITB.USFifth Third Bancorp
6.44
804,950,86326,167,129211,966
MGM.USMGM Resorts International Common Stock
6.42
801,224,28123,873,046138,870
HBAN.USHuntington Bancshares Incorporated
6.42
429,319,89829,256,347147,453
AMD.USAdvanced Micro Devices, Inc.
6.35
1,342,828,340133,542,796441,268
ANTM.USAnthem, Inc. Common Stock
6.34
1,148,966,2855,109,18359,653
SIG.USSignet Jewelers Limited Common Shares
6.29
421,159,5418,216,23478,713
EXC.USExelon Corporation Common Stock
6.22
866,420,24221,096,050150,597
PBCT.USPeople's United Financial, Inc.
6.21
150,582,4387,904,78164,354
VMC.USVulcan Materials Company Common Stock, $1 Par Value
6.14
604,545,6664,867,75757,118
BAC.USBank of America Corporation Common Stock
6.11
8,059,526,301278,389,393701,812
CVS.USCVS Health Corporation Common Stock
5.96
4,051,428,55656,551,106440,547
RCL.USRoyal Caribbean Cruises Ltd. Common Stock
5.96
596,349,9364,788,32055,750
ALK.USAlaska Air Group, Inc. Common Stock
5.94
432,776,1636,299,94261,044
NLSN.USNielsen Holdings plc Ordinary Shares
5.89
447,009,11411,810,16982,984
LUV.USSouthwest Airlines Co. Common Stock
5.89
1,092,770,74917,531,772133,614
AZO.USAutoZone, Inc. Common Stock
5.88
1,648,600,6432,318,84739,410

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