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S&P 500 report for week ending 11th Aug 2017

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Current FFI:
4.74

% Market share

Weekly turnover

Market share by venue

VenueValue (mil USD)VolumeShare
NYSE92,233.271,563,493,07426.85%
NASDAQ97,910.431,256,094,19721.57%
NYSE Arca44,224.86609,924,52210.47%
BATS36,766.75578,644,5259.94%
EDGX38,254.15561,209,0359.64%
BATS Y22,953.41451,854,0337.76%
NASDAQ BX20,626.24318,472,8215.47%
IEXG17,314.95244,985,9764.21%
EDGA7,522.14136,265,9532.34%
NASDAQ PHLX4,203.2262,954,9291.08%
Chicago Stock Exchange2,683.5633,718,4280.58%
NYSE MKT 587.208,957,6740.15%

Market breakdown

Top fragmented stocks

StockDescriptionFFIValueVolumeTrades
SPLS.USStaples, Inc.
7.27
378,787,59237,262,17049,197
AGN.USAllergan plc Ordinary Shares
6.46
1,723,866,1647,240,41186,026
KEY.USKeyCorp Common Shares
6.33
629,554,91834,988,029155,933
HBAN.USHuntington Bancshares Incorporated
6.29
351,504,79726,831,671109,279
STT.USState Street Corporation Common Stock
6.26
586,412,0066,277,00463,516
PBCT.USPeople's United Financial, Inc.
6.25
129,985,9057,540,79560,957
CCI.USCrown Castle International Corp. Common Stock
6.25
730,453,4707,256,03565,964
HOG.USHarley-Davidson, Inc. Common Stock
6.23
343,634,5977,213,07260,324
RCL.USRoyal Caribbean Cruises Ltd. Common Stock
6.22
875,588,6677,380,16081,187
HBI.USHanesbrands Inc. Common Stock
6.17
382,700,52315,769,715106,962
MDLZ.USMondelez International, Inc.
6.16
738,697,79716,941,430138,846
GS.USThe Goldman Sachs Group, Inc. Common Stock
6.13
2,515,879,84810,970,865126,456
CTL.USCenturyLink, Inc. Common Stock
6.09
536,152,57824,399,917147,116
JWN.USNordstrom, Inc. Common Stock
6.07
482,535,37010,525,61989,733
NLSN.USNielsen Holdings plc Ordinary Shares
6.06
355,765,8828,461,94065,268
DXC*.USDXC Technology Company Common Stock
6.04
681,950,7548,397,89382,907
EXR.USExtra Space Storage Inc. Common Stock
6.03
290,654,0593,784,54240,648
AMT.USAmerican Tower Corporation Common Stock
6.02
547,853,5433,992,30247,359
JCI.USJohnson Controls International plc Ordinary Shares
6.02
587,082,78014,905,787105,935
WFM.USWhole Foods Market, Inc.
6.01
567,943,67813,587,08553,472

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