SMI ( FFI 1.87 )

report for week ending 27 Aug 2010

Fidessa Fragmentation Index

Market Share by Venue

Venue Trades Turnover
€ 000's
Share
SIX Swiss 367,251 8,359,755 70.72%
Chi-X 208,696 2,144,094 18.14%
BATS 81,363 817,705 6.92%
Turquoise 48,888 448,499 3.79%
NYSE Arca 7,307 51,015 0.43%

% Market Share

Market Share by Venue


Weekly Turnover (€bn)


Top Fragmented Stocks

Stock Description FFI PRIMARY BATS Chi-X NYSE Arca Turquoise
ABBN.VX ABB LTD N 2.30 60.05% 9.87% 24.93% 0.45% 4.69%
NOVN.VX NOVARTIS N 2.19 63.33% 11.30% 20.35% 0.50% 4.53%
ROG.VX ROCHE GS 1.92 69.35% 8.79% 17.16% 0.44% 4.27%
UBSN.VX UBS N 1.92 69.03% 7.54% 19.26% 0.57% 3.60%
NESN.VX NESTLE N 1.85 70.75% 6.55% 18.55% 0.10% 4.06%
CFR.VX RICHEMONT 1.80 71.91% 5.88% 18.30% 0.58% 3.33%
ZURN.VX ZURICH FINANCIAL N 1.79 72.25% 5.56% 18.25% 0.48% 3.46%
CSGN.VX CS GROUP N 1.79 71.69% 5.00% 20.60% 0.19% 2.52%
ADEN.VX ADECCO N 1.76 73.15% 3.48% 16.45% 0.38% 6.54%
SYST.VX SYNTHES N 1.71 74.74% 4.42% 14.83% 1.75% 4.26%

Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.