Fidessa Fragmentation IndexMaking Sense of Fragmentation
CAC 40 (
FFI 1.95
)
report for week ending 12 Mar 2010
Fidessa Fragmentation Index
Market Share by Venue
| Venue | Trades | Turnover € 000's |
Share |
|---|---|---|---|
| Paris | 1,293,702 | 14,344,856 | 62.47% |
| Chi-X | 807,418 | 5,195,519 | 22.62% |
| BATS | 221,412 | 1,167,986 | 5.09% |
| Amsterdam | 71,582 | 1,147,890 | 5.00% |
| Turquoise | 137,732 | 766,435 | 3.34% |
| Nasdaq OMX | 42,540 | 221,569 | 0.96% |
| Brussels | 12,517 | 54,667 | 0.24% |
| Xetra | 3,942 | 40,105 | 0.17% |
| Milan | 3,227 | 23,519 | 0.10% |
| Madrid | 241 | 1,747 | † |
% 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 |
|---|---|---|---|---|---|---|---|---|---|
| PERNOD RICARD | 2.24  |
59.47% | 4.82% | 29.82% | † | 1.04% | 4.82% | ||
| FRANCE TELECOM | 2.10 |
65.41% | 7.28% | 20.43% | 0.32% | 1.99% | 4.17% | 0.06% | |
| MICHELIN | 2.07 |
65.04% | 5.20% | 23.35% | † | 1.07% | 5.29% | ||
| L'OREAL | 2.07 |
65.27% | 7.54% | 22.48% | 0.05% | 1.25% | 3.21% | † | |
| AIR LIQUIDE | 2.06 |
63.89% | 3.95% | 27.41% | 0.06% | 1.06% | 3.56% | ||
| BOUYGUES | 2.05 |
64.87% | 4.62% | 24.92% | † | 0.74% | 4.83% | ||
| LVMH | 2.04 |
64.45% | 4.22% | 26.95% | 0.08% | 0.69% | 3.53% | 0.02% | |
| DANONE | 2.02 |
66.58% | 7.97% | 21.03% | 0.13% | 0.98% | 3.06% | 0.02% | |
| SANOFI-AVENTIS | 2.01 |
66.53% | 5.67% | 22.19% | 0.21% | 0.95% | 4.25% | 0.02% | |
| STMICROELECTRONICS | 2.01 |
66.73% | 7.47% | 21.23% | † | 0.61% | 3.92% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.