Fidessa Fragmentation IndexMaking Sense of Fragmentation
FTSE 100 (
FFI 2.38
)
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 |
|---|---|---|---|---|---|---|---|---|
| SMITHS GROUP ORD 37.5P | 3.05  |
46.31% | 13.92% | 29.94% | 1.33% | 2.27% | 6.24% | |
| CABLE & WIRE ORD 25P | 2.99 |
45.56% | 11.86% | 32.94% | 1.27% | 2.15% | 6.22% | |
| SAGE GRP. ORD 1P | 2.90 |
46.11% | 11.51% | 34.08% | 1.33% | 2.54% | 4.44% | |
| DIAGEO ORD 28 101/108P | 2.89 |
47.87% | 12.17% | 31.38% | 1.51% | 1.41% | 5.66% | |
| BUNZL ORD 32 1/7P | 2.84 |
49.99% | 12.81% | 28.75% | 1.86% | 1.06% | 5.54% | |
| NATIONAL GRID ORD 11 17/43P | 2.83 |
49.38% | 13.06% | 29.82% | 1.53% | 1.00% | 5.21% | |
| LAND SECS. ORD 10P | 2.82 |
49.67% | 12.75% | 29.54% | 0.64% | 1.33% | 6.06% | |
| IMP.TOBACCO GRP ORD 10P | 2.81 |
51.17% | 12.33% | 27.33% | 1.15% | 1.51% | 6.52% | |
| KINGFISHER ORD 15 5/7P | 2.78 |
50.63% | 10.47% | 29.75% | 1.11% | 1.93% | 6.12% | |
| G4S ORD 25P | 2.76 |
49.06% | 8.59% | 33.35% | 1.80% | 2.50% | 4.69% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.