Fidessa Fragmentation IndexMaking Sense of Fragmentation
Nasdaq OMX
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  |
85,094 | 444,772 | 1.18% | 99,986 |
| CAC 40 | 1.89 |
7,428 | 223,190 | 0.89% | 42,430 |
| DAX | 1.89 |
6,238 | 208,580 | 1.00% | 36,262 |
| SMI | 1.75 |
4,002 | 130,798 | 0.90% | 15,083 |
| FTSE MIB | 1.57 |
33,786 | 121,472 | 0.85% | 20,344 |
| AEX | 1.85 |
6,399 | 102,165 | 0.85% | 17,489 |
| OMX S30 | 1.80 |
6,398 | 61,782 | 0.92% | 9,929 |
| FTSE 250 | 2.09 |
21,046 | 35,111 | 0.79% | 17,321 |
| OMX H25 | 1.73 |
2,134 | 25,498 | 0.84% | 5,035 |
| BEL 20 | 1.77 |
1,009 | 23,141 | 0.74% | 4,691 |
| OMX C20 | 1.28 |
89 | 4,220 | 0.23% | 729 |
| OSLO OBX | 1.18 |
514 | 3,816 | 0.11% | 970 |
| PSI 20 | 1.16 |
219 | 752 | 0.09% | 171 |
| IBEX 35 | 1.03 |
9 | 91 | † | 17 |
| ISEQ | 1.53 |
24 | 76 | 0.01% | 30 |
Market Share per Index
Turnover Breakdown
Top Stocks By Weekly Turnover
| Stock | Turnover € 000's |
FFI | Volume 000's | Share | Trades |
|---|---|---|---|---|---|
| 37,353 | 2.04 |
4,858 | 1.06% | 5,352 | |
| 26,268 | 1.88 |
6,526 | 2.40% | 3,045 | |
| 21,997 | 1.95 |
598 | 0.90% | 1,174 | |
| 21,285 | 2.75 |
837 | 2.88% | 4,452 | |
| 20,726 | 2.65 |
3,689 | 1.25% | 4,580 | |
| 19,119 | 2.40 |
5,299 | 1.22% | 4,481 | |
| 18,768 | 2.33 |
2,815 | 1.12% | 2,357 | |
| 18,745 | 1.95 |
446 | 1.48% | 3,014 | |
| 18,628 | 1.28 |
2,230 | 1.16% | 3,154 | |
| 18,199 | 2.10 |
437 | 1.03% | 2,760 |
Top Stocks By Market Share
| Stock | Share | FFI | Volume 000's | Turnover € 000's |
Trades |
|---|---|---|---|---|---|
| 4.00% | 1.61 |
54 | 3,670 | 585 | |
| 3.56% | 2.26 |
3,998 | 16,852 | 4,711 | |
| 3.41% | 2.76 |
174 | 924 | 101 | |
| 3.18% | 2.76 |
1,724 | 10,688 | 4,462 | |
| 2.98% | 2.03 |
76 | 4,093 | 835 | |
| 2.88% | 2.75 |
837 | 21,285 | 4,452 | |
| 2.79% | 1.77 |
69 | 189 | 205 | |
| 2.77% | 2.50 |
94 | 241 | 147 | |
| 2.71% | 1.60 |
7 | 12 | 12 | |
| 2.68% | 1.51 |
10 | 19 | 15 |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.