Fidessa Fragmentation IndexMaking Sense of Fragmentation
BATS
report for week ending 5 Mar 2010
Weekly Turnover €bn
Breakdown by Index
| Index | FFI | Volume 000's | Turnover € 000's |
Share | Trades |
|---|---|---|---|---|---|
| FTSE 100 | 2.38  |
650,414 | 3,294,443 | 8.73% | 693,569 |
| CAC 40 | 1.89 |
45,029 | 1,159,955 | 4.65% | 210,847 |
| DAX | 1.89 |
32,515 | 1,035,210 | 4.94% | 161,190 |
| FTSE MIB | 1.57 |
222,099 | 796,694 | 5.59% | 106,935 |
| SMI | 1.75 |
25,695 | 793,154 | 5.48% | 77,676 |
| AEX | 1.85 |
35,554 | 568,358 | 4.70% | 95,139 |
| OMX S30 | 1.80 |
34,973 | 323,877 | 4.80% | 64,264 |
| FTSE 250 | 2.09 |
131,597 | 273,009 | 6.18% | 153,378 |
| OMX H25 | 1.73 |
12,374 | 133,189 | 4.38% | 25,371 |
| BEL 20 | 1.77 |
6,843 | 116,831 | 3.75% | 24,941 |
| OMX C20 | 1.28 |
563 | 25,580 | 1.42% | 4,371 |
| OSLO OBX | 1.18 |
2,935 | 23,795 | 0.68% | 5,397 |
| PSI 20 | 1.16 |
1,063 | 4,530 | 0.57% | 1,378 |
| IBEX 35 | 1.03 |
78 | 964 | † | 233 |
| ISEQ | 1.53 |
0 | 0 | 0 |
Market Share per Index
Turnover Breakdown
Top Stocks By Weekly Turnover
| Stock | Turnover € 000's |
FFI | Volume 000's | Share | Trades |
|---|---|---|---|---|---|
| 233,764 | 2.04 |
30,372 | 6.65% | 37,956 | |
| 206,307 | 2.65 |
36,479 | 12.43% | 38,221 | |
| 203,777 | 1.43 |
105,377 | 6.38% | 19,428 | |
| 202,461 | 2.33 |
8,575 | 10.88% | 28,425 | |
| 179,352 | 1.95 |
4,894 | 7.35% | 9,580 | |
| 154,851 | 1.93 |
9,106 | 10.39% | 11,246 | |
| 135,328 | 2.40 |
37,286 | 8.66% | 29,624 | |
| 131,236 | 1.93 |
4,462 | 5.90% | 14,904 | |
| 128,277 | 2.45 |
79,143 | 9.59% | 17,867 | |
| 115,106 | 2.33 |
17,234 | 6.89% | 18,506 |
Top Stocks By Market Share
| Stock | Share | FFI | Volume 000's | Turnover € 000's |
Trades |
|---|---|---|---|---|---|
| 14.02% | 2.57 |
20,064 | 28,349 | 7,762 | |
| 13.99% | 2.76 |
7,598 | 47,030 | 13,396 | |
| 13.92% | 3.05 |
1,218 | 14,315 | 3,973 | |
| 13.81% | 2.75 |
2,662 | 33,185 | 7,601 | |
| 13.78% | 2.65 |
616 | 8,856 | 2,671 | |
| 13.71% | 2.66 |
5,309 | 3,776 | 2,168 | |
| 13.50% | 2.82 |
512 | 4,304 | 2,104 | |
| 13.06% | 2.83 |
5,604 | 40,806 | 7,656 | |
| 12.81% | 2.84 |
931 | 7,180 | 2,820 | |
| 12.79% | 2.75 |
3,703 | 94,457 | 14,696 |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.