Fidessa Fragmentation IndexMaking Sense of Fragmentation
FTSE MIB (
FFI 1.56
)
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 | NYSE Arca | Turquoise | Xetra |
|---|---|---|---|---|---|---|---|---|
| ENEL | 1.87  |
70.38% | 14.92% | 12.51% | 0.30% | 1.62% | 0.14% | |
| PARMALAT | 1.83 |
71.17% | 7.40% | 17.91% | 0.47% | 3.04% | 0.01% | |
| MEDIASET S.P.A | 1.82 |
70.52% | 4.82% | 22.10% | 0.28% | 2.26% | ||
| SNAM RETE GAS | 1.81 |
71.76% | 6.40% | 18.08% | 0.53% | 3.23% | ||
| LUXOTTICA GROUP | 1.77 |
71.86% | 4.63% | 21.09% | 0.45% | 1.98% | ||
| UBI BANCA | 1.77 |
72.19% | 3.36% | 20.58% | 0.82% | 3.06% | ||
| PRYSMIAN | 1.72 |
74.32% | 5.59% | 15.69% | 0.42% | 3.99% | † | |
| TELECOM ITALIA | 1.72 |
74.41% | 6.58% | 15.50% | 0.54% | 2.95% | 0.01% | |
| TERNA | 1.69 |
74.77% | 6.44% | 16.24% | 0.39% | 2.15% | ||
| ATLANTIA | 1.67 |
75.27% | 5.03% | 17.19% | 0.22% | 2.26% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.