Fidessa Fragmentation IndexMaking Sense of Fragmentation
AEX (
FFI 2.03
)
report for week ending 27 Aug 2010
Fidessa Fragmentation Index
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | Turquoise | Xetra | Milan |
|---|---|---|---|---|---|---|---|---|
| RANDSTAD | 2.32  |
60.92% | 8.68% | 21.11% | 9.26% | |||
| UNILEVER | 2.28 |
60.65% | 10.61% | 23.72% | 4.86% | 0.09% | † | |
| KPN KON | 2.22 |
62.77% | 12.60% | 19.83% | 4.65% | 0.08% | ||
| TNT | 2.19 |
61.46% | 4.40% | 26.53% | 7.60% | |||
| ROYAL DUTCH SHELLA | 2.15 |
61.46% | 4.73% | 28.90% | 4.43% | 0.33% | ||
| WOLTERS KLUWER | 2.13 |
63.80% | 5.29% | 23.31% | 7.57% | |||
| FUGRO | 2.09 |
64.50% | 4.15% | 23.08% | 8.28% | † | ||
| PHILIPS KON | 2.08 |
64.86% | 7.89% | 22.52% | 4.59% | 0.08% | † | |
| ASML HOLDING | 2.05 |
65.06% | 5.43% | 24.49% | 4.98% | † | ||
| ARCELORMITTAL | 2.04 |
65.45% | 7.92% | 23.22% | 3.01% | 0.28% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.