Fidessa Fragmentation IndexMaking Sense of Fragmentation
SMI (
FFI 1.75
)
report for week ending 5 Mar 2010
Fidessa Fragmentation Index
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top 10 Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | NYSE Arca | Nasdaq OMX | Turquoise |
|---|---|---|---|---|---|---|---|---|
| ABB LTD N | 2.01  |
66.45% | 6.43% | 22.75% | 0.21% | 0.73% | 3.44% | |
| NESTLE N | 1.95 |
68.84% | 7.35% | 17.69% | 1.16% | 0.90% | 4.06% | |
| NOVARTIS N | 1.89 |
69.72% | 5.55% | 19.93% | 0.97% | 0.62% | 3.20% | |
| SYNTHES N | 1.79 |
72.80% | 5.48% | 15.78% | 0.49% | 1.11% | 4.35% | |
| RICHEMONT | 1.79 |
72.53% | 6.52% | 16.62% | 0.24% | 1.30% | 2.79% | |
| SWISSCOM N | 1.70 |
74.86% | 6.51% | 14.94% | 0.25% | 1.66% | 1.79% | |
| CS GROUP N | 1.70 |
74.76% | 4.26% | 16.09% | 0.53% | 1.13% | 3.24% | |
| ROCHE GS | 1.70 |
74.76% | 5.14% | 16.38% | 0.43% | 1.06% | 2.24% | |
| ADECCO N | 1.69 |
75.08% | 4.86% | 14.88% | 0.11% | 0.91% | 4.15% | |
| UBS N | 1.68 |
75.47% | 5.85% | 15.18% | 0.22% | 0.94% | 2.35% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.