Fidessa Fragmentation IndexMaking Sense of Fragmentation
Turquoise
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  |
342,561 | 1,718,672 | 4.55% | 332,277 |
| CAC 40 | 1.89 |
28,743 | 785,026 | 3.15% | 137,196 |
| DAX | 1.89 |
16,999 | 552,025 | 2.64% | 83,987 |
| SMI | 1.75 |
13,168 | 425,140 | 2.94% | 42,494 |
| AEX | 1.85 |
25,988 | 397,971 | 3.29% | 71,514 |
| FTSE MIB | 1.57 |
89,750 | 324,455 | 2.28% | 52,991 |
| FTSE 250 | 2.09 |
135,698 | 288,257 | 6.52% | 137,993 |
| OMX S30 | 1.80 |
23,946 | 222,431 | 3.30% | 37,381 |
| OMX H25 | 1.73 |
10,882 | 125,103 | 4.11% | 18,065 |
| BEL 20 | 1.77 |
3,226 | 82,718 | 2.65% | 16,382 |
| OSLO OBX | 1.18 |
5,741 | 37,562 | 1.07% | 7,880 |
| OMX C20 | 1.28 |
778 | 30,505 | 1.70% | 5,695 |
| PSI 20 | 1.16 |
5,358 | 19,458 | 2.45% | 5,067 |
| IBEX 35 | 1.03 |
498 | 5,259 | 0.05% | 316 |
| ISEQ | 1.53 |
697 | 3,980 | 0.78% | 1,358 |
Market Share per Index
Turnover Breakdown
Top Stocks By Weekly Turnover
| Stock | Turnover € 000's |
FFI | Volume 000's | Share | Trades |
|---|---|---|---|---|---|
| 138,122 | 2.04 |
17,956 | 3.93% | 17,268 | |
| 98,949 | 1.95 |
2,703 | 4.06% | 4,588 | |
| 93,572 | 2.65 |
16,668 | 5.64% | 17,008 | |
| 78,502 | 2.16 |
7,810 | 6.48% | 6,562 | |
| 71,251 | 2.40 |
19,733 | 4.56% | 12,832 | |
| 69,668 | 2.36 |
3,834 | 5.42% | 11,417 | |
| 66,189 | 2.69 |
4,833 | 7.12% | 8,573 | |
| 66,027 | 1.93 |
2,242 | 2.97% | 5,300 | |
| 63,654 | 1.89 |
1,591 | 3.20% | 2,950 | |
| 62,430 | 2.33 |
9,371 | 3.74% | 8,348 |
Top Stocks By Market Share
| Stock | Share | FFI | Volume 000's | Turnover € 000's |
Trades |
|---|---|---|---|---|---|
| 33.92% | 2.70 |
350 | 2,268 | 812 | |
| 18.28% | 2.37 |
1,026 | 2,957 | 1,249 | |
| 13.94% | 2.12 |
1,283 | 1,092 | 632 | |
| 13.12% | 2.22 |
362 | 778 | 375 | |
| 12.98% | 1.93 |
86 | 299 | 247 | |
| 12.75% | 2.22 |
324 | 443 | 381 | |
| 12.69% | 2.04 |
62 | 284 | 321 | |
| 12.50% | 2.08 |
309 | 1,420 | 646 | |
| 12.42% | 1.97 |
44 | 429 | 280 | |
| 12.01% | 1.78 |
299 | 598 | 313 |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.