Fidessa Fragmentation IndexMaking Sense of Fragmentation
CAC 40 (
FFI 1.92
)
report for week ending 27 Aug 2010
Fidessa Fragmentation Index
Market Share by Venue
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | Xetra | Turquoise | Milan | Madrid |
|---|---|---|---|---|---|---|---|---|---|
| STMICROELECTRONICS | 2.27  |
60.64% | 10.92% | 24.19% | 4.21% | ||||
| PERNOD RICARD | 2.22 |
60.97% | 4.92% | 26.32% | † | 7.77% | |||
| TOTAL | 2.16 |
63.34% | 8.49% | 22.83% | 0.55% | 4.59% | 0.02% | ||
| SANOFI-AVENTIS | 2.07 |
64.81% | 5.51% | 23.79% | 0.27% | 5.49% | 0.01% | ||
| BNP PARIBAS ACT.A | 2.05 |
65.87% | 7.04% | 21.92% | 0.11% | 4.20% | 0.77% | ||
| MICHELIN | 2.04 |
65.20% | 3.42% | 24.55% | † | 6.81% | |||
| SCHNEIDER ELECTRIC | 2.04 |
65.25% | 4.88% | 23.95% | 5.89% | ||||
| EADS | 2.02 |
67.82% | 4.42% | 16.27% | 5.15% | 5.31% | 0.82% | ||
| SUEZ ENVIRONNEMENT | 2.01 |
66.32% | 3.32% | 22.50% | 0.08% | 7.70% | |||
| AXA | 1.99 |
66.83% | 4.92% | 22.26% | 0.37% | 5.26% | 0.18% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.