Fidessa Fragmentation IndexMaking Sense of Fragmentation
PSI 20 (
FFI 1.18
)
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 | BATS | Chi-X | Turquoise | Xetra |
|---|---|---|---|---|---|---|---|
| BRISA | 1.27  |
88.37% | 1.98% | 7.66% | 1.98% | ||
| EDP RENOVAVEIS | 1.27 |
88.45% | 1.46% | 5.24% | 4.85% | ||
| J.MARTINS,SGPS | 1.23 |
89.95% | 1.80% | 5.97% | 2.27% | ||
| EDP | 1.23 |
89.92% | 0.74% | 4.74% | 4.57% | † | |
| P.TELECOM | 1.21 |
90.57% | 1.34% | 5.39% | 2.64% | † | |
| GALP ENERGIA-NOM | 1.21 |
90.64% | 1.36% | 3.69% | 4.31% | ||
| CIMPOR,SGPS | 1.19 |
91.33% | 2.10% | 4.75% | 1.81% | ||
| B.ESPIRITO SANTO | 1.17 |
92.08% | 0.93% | 5.57% | 1.42% | ||
| ZON MULTIMEDIA | 1.15 |
92.99% | 0.44% | 3.92% | 0.87% | 0.11% | |
| REN | 1.13 |
94.06% | 2.64% | 3.29% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.