Fidessa Fragmentation IndexMaking Sense of Fragmentation
PSI 20 (
FFI 1.16
)
report for week ending 5 Mar 2010
Fidessa Fragmentation Index
Market Share by Venue
| Venue | Trades | Turnover € 000's |
Share |
|---|---|---|---|
| Lisbon | 116,878 | 739,592 | 93.00% |
| Chi-X | 9,747 | 30,912 | 3.89% |
| Turquoise | 5,067 | 19,458 | 2.45% |
| BATS | 1,378 | 4,530 | 0.57% |
| Nasdaq OMX | 171 | 752 | 0.09% |
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top 10 Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | Turquoise | Nasdaq OMX |
|---|---|---|---|---|---|---|---|
| P.TELECOM | 1.23  |
90.06% | 0.57% | 5.14% | 4.18% | 0.02% | |
| B.ESPIRITO SANTO | 1.22 |
90.48% | 1.50% | 4.91% | 3.08% | 0.04% | |
| EDP RENOVAVEIS | 1.20 |
91.02% | 1.93% | 4.85% | 2.13% | 0.08% | |
| J.MARTINS,SGPS | 1.20 |
90.88% | 0.46% | 6.83% | 1.77% | 0.06% | |
| EDP | 1.16 |
92.93% | 0.45% | 3.31% | 2.98% | 0.33% | |
| BRISA | 1.15 |
93.32% | 0.19% | 4.49% | 1.95% | 0.05% | |
| GALP ENERGIA-NOM | 1.14 |
93.46% | 0.43% | 4.12% | 1.89% | 0.09% | |
| CIMPOR,SGPS | 1.10 |
95.20% | 0.26% | 4.49% | 0.05% | † | |
| BANCO BPI | 1.07 |
96.72% | 0.24% | 1.98% | 1.05% | ||
| REN | 1.06 |
97.10% | † | 2.76% | 0.13% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.