Fidessa Fragmentation IndexMaking Sense of Fragmentation
OMX C20 (
FFI 1.43
)
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 | Burgundy | BATS | Chi-X | NYSE Arca | Turquoise |
|---|---|---|---|---|---|---|---|---|
| Carlsberg A/S B | 1.60  |
77.33% | 0.08% | 2.82% | 14.79% | 0.11% | 4.87% | |
| William Demant Holding | 1.60 |
77.82% | 0.01% | 4.57% | 11.85% | 0.38% | 5.36% | |
| Novo Nordisk B | 1.50 |
80.03% | 0.02% | 2.19% | 15.88% | 0.20% | 1.69% | |
| FLSmidth & Co. | 1.45 |
82.23% | 0.11% | 2.56% | 11.35% | 0.23% | 3.53% | |
| D/S Norden | 1.41 |
83.38% | 0.05% | 1.68% | 11.21% | 0.30% | 3.37% | |
| Vestas Wind Systems | 1.41 |
83.53% | 0.06% | 2.76% | 11.26% | 0.21% | 2.18% | |
| Novozymes B | 1.40 |
83.94% | 0.01% | 3.00% | 10.32% | 0.23% | 2.50% | |
| Lundbeck | 1.40 |
83.53% | 0.08% | 2.06% | 11.47% | 0.28% | 2.58% | |
| DSV | 1.40 |
83.68% | 0.02% | 2.26% | 10.60% | 0.43% | 3.01% | |
| Topdanmark | 1.35 |
85.61% | 0.05% | 2.96% | 8.78% | 0.17% | 2.43% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.