Fidessa Fragmentation IndexMaking Sense of Fragmentation
OMX S30 (
FFI 1.93
)
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 | Turquoise | NYSE Arca |
|---|---|---|---|---|---|---|---|---|
| Tele2 AB ser. B | 2.17  |
63.91% | 3.31% | 6.57% | 21.03% | 4.85% | 0.32% | |
| ASSA ABLOY AB ser. B | 2.09 |
65.04% | 1.71% | 6.05% | 21.96% | 4.87% | 0.38% | |
| Atlas Copco AB ser. A | 2.07 |
66.86% | 5.74% | 6.78% | 16.38% | 3.81% | 0.43% | |
| Securitas AB ser. B | 2.06 |
66.53% | 3.54% | 6.21% | 18.61% | 4.50% | 0.61% | |
| Svenska Cellulosa AB SCA ser. B | 2.05 |
66.43% | 2.94% | 6.97% | 19.92% | 3.48% | 0.26% | |
| Volvo, AB ser. B | 2.05 |
67.34% | 6.82% | 5.63% | 15.98% | 3.87% | 0.35% | |
| Sandvik AB | 2.05 |
66.23% | 2.95% | 5.75% | 20.60% | 4.12% | 0.35% | |
| Nordea Bank AB | 2.05 |
65.78% | 1.52% | 6.17% | 22.27% | 4.01% | 0.25% | |
| Hennes & Mauritz AB, H & M ser. B | 2.03 |
67.12% | 2.83% | 7.57% | 18.80% | 3.42% | 0.27% | |
| AstraZeneca PLC | 1.99 |
64.61% | 1.97% | 1.39% | 28.76% | 3.26% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.