Fidessa Fragmentation IndexMaking Sense of Fragmentation
OMX C20 (
FFI 1.28
)
report for week ending 5 Mar 2010
Fidessa Fragmentation Index
Market Share by Venue
| Venue | Trades | Turnover € 000's |
Share |
|---|---|---|---|
| Copenhagen | 163,547 | 1,585,083 | 88.15% |
| Chi-X | 27,977 | 151,980 | 8.45% |
| Turquoise | 5,695 | 30,505 | 1.70% |
| BATS | 4,371 | 25,580 | 1.42% |
| Nasdaq OMX | 729 | 4,220 | 0.23% |
| Burgundy | 103 | 845 | 0.05% |
| NYSE Arca | 1 | 4 | † |
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top 10 Fragmented Stocks
| Stock | Description | FFI | PRIMARY | Burgundy | BATS | Chi-X | NYSE Arca | Nasdaq OMX | Turquoise |
|---|---|---|---|---|---|---|---|---|---|
| Carlsberg A/S B | 1.51  |
80.01% | 0.02% | 1.17% | 14.35% | † | 0.53% | 3.92% | |
| Novo Nordisk B | 1.42 |
83.13% | 0.08% | 2.50% | 11.60% | 0.82% | 1.87% | ||
| Lundbeck | 1.30 |
87.20% | 0.02% | 0.62% | 8.67% | 0.14% | 3.34% | ||
| Vestas Wind Systems | 1.29 |
87.70% | 0.07% | 1.44% | 9.07% | 0.11% | 1.61% | ||
| Novozymes B | 1.29 |
87.49% | 1.85% | 8.14% | 0.03% | 2.49% | |||
| Danisco | 1.28 |
88.04% | 0.01% | 1.11% | 8.54% | 0.08% | 2.22% | ||
| DSV | 1.25 |
89.08% | 0.05% | 1.52% | 7.95% | 0.07% | 1.33% | ||
| FLSmidth & Co. | 1.25 |
89.04% | 0.02% | 1.18% | 8.43% | 0.13% | 1.20% | ||
| William Demant Holding | 1.24 |
89.59% | 1.41% | 7.64% | 0.29% | 1.07% | |||
| Topdanmark | 1.23 |
89.95% | 0.07% | 0.62% | 7.50% | 0.12% | 1.74% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.