Fidessa Fragmentation IndexMaking Sense of Fragmentation
OMX S30 (
FFI 1.84
)
report for week ending 12 Mar 2010
Fidessa Fragmentation Index
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top 10 Fragmented Stocks
| Stock | Description | FFI | PRIMARY | Burgundy | BATS | Chi-X | Nasdaq OMX | Turquoise | NYSE Arca |
|---|---|---|---|---|---|---|---|---|---|
| Svenska Cellulosa AB SCA ser. B | 2.19  |
64.69% | 2.85% | 9.18% | 16.08% | 1.16% | 5.97% | 0.07% | |
| TeliaSonera AB | 2.14 |
65.59% | 9.25% | 6.15% | 15.54% | 0.47% | 2.96% | 0.03% | |
| Swedish Match AB | 1.98 |
68.77% | 5.73% | 4.72% | 16.09% | 0.72% | 3.96% | ||
| Ericsson, Telefonab. L M ser. B | 1.97 |
69.23% | 4.59% | 7.13% | 13.83% | 0.58% | 4.61% | 0.04% | |
| Swedbank AB ser A | 1.94 |
69.98% | 8.16% | 5.82% | 12.27% | 0.50% | 3.07% | 0.20% | |
| Nordea Bank AB | 1.94 |
69.37% | 3.98% | 6.95% | 16.31% | 0.78% | 2.59% | 0.03% | |
| Atlas Copco AB ser. A | 1.94 |
69.84% | 4.09% | 6.82% | 14.57% | 1.05% | 3.56% | 0.07% | |
| Boliden AB | 1.93 |
69.57% | 13.22% | 2.41% | 12.24% | 0.37% | 2.16% | 0.02% | |
| Volvo, AB ser. B | 1.92 |
70.41% | 6.67% | 5.04% | 12.89% | 0.84% | 4.09% | 0.06% | |
| Skandinaviska Enskilda Banken ser. A | 1.83 |
71.63% | 4.75% | 4.09% | 16.57% | 0.45% | 2.52% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.