Fidessa Fragmentation IndexMaking Sense of Fragmentation
SMI (
FFI 1.87
)
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 | NYSE Arca | Turquoise |
|---|---|---|---|---|---|---|---|
| ABB LTD N | 2.30  |
60.05% | 9.87% | 24.93% | 0.45% | 4.69% | |
| NOVARTIS N | 2.19 |
63.33% | 11.30% | 20.35% | 0.50% | 4.53% | |
| ROCHE GS | 1.92 |
69.35% | 8.79% | 17.16% | 0.44% | 4.27% | |
| UBS N | 1.92 |
69.03% | 7.54% | 19.26% | 0.57% | 3.60% | |
| NESTLE N | 1.85 |
70.75% | 6.55% | 18.55% | 0.10% | 4.06% | |
| RICHEMONT | 1.80 |
71.91% | 5.88% | 18.30% | 0.58% | 3.33% | |
| ZURICH FINANCIAL N | 1.79 |
72.25% | 5.56% | 18.25% | 0.48% | 3.46% | |
| CS GROUP N | 1.79 |
71.69% | 5.00% | 20.60% | 0.19% | 2.52% | |
| ADECCO N | 1.76 |
73.15% | 3.48% | 16.45% | 0.38% | 6.54% | |
| 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%.