Fidessa Fragmentation IndexMaking Sense of Fragmentation
AEX (
FFI 1.85
)
report for week ending 5 Mar 2010
Fidessa Fragmentation Index
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top 10 Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | Xetra | Nasdaq OMX | Turquoise | Milan |
|---|---|---|---|---|---|---|---|---|---|
| KPN KON | 2.25  |
61.58% | 8.99% | 23.59% | 0.05% | 1.57% | 4.02% | ||
| TNT | 2.12 |
63.83% | 3.57% | 24.32% | 1.49% | 6.76% | |||
| HEINEKEN | 2.06 |
64.95% | 3.96% | 24.41% | 0.03% | 0.62% | 5.98% | ||
| ASML HOLDING | 1.99 |
66.21% | 5.41% | 24.37% | † | 0.35% | 3.65% | ||
| UNILEVER | 1.98 |
67.59% | 7.34% | 20.66% | 0.03% | 1.50% | 2.66% | † | |
| AKZO NOBEL | 1.97 |
65.98% | 3.68% | 26.34% | † | 0.78% | 3.18% | ||
| PHILIPS KON | 1.95 |
67.52% | 4.37% | 22.91% | 0.13% | 0.91% | 4.07% | 0.01% | |
| ARCELORMITTAL | 1.93 |
68.19% | 5.90% | 21.89% | 0.12% | 0.77% | 2.97% | ||
| DSM KON | 1.80 |
71.74% | 2.62% | 19.33% | 0.04% | 1.49% | 4.71% | ||
| REED ELSEVIER | 1.79 |
71.82% | 3.36% | 19.95% | † | 0.90% | 3.95% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.