Fidessa Fragmentation IndexMaking Sense of Fragmentation
FTSE 100 (
FFI 2.48
)
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 |
|---|---|---|---|---|---|---|---|
| ANTOFAGASTA ORD 5P | 3.07  |
46.50% | 13.76% | 28.18% | 1.17% | 10.40% | |
| RDS 'B' 'B' ORD EUR0.07 | 2.97 |
47.06% | 11.11% | 30.05% | 0.55% | 11.23% | |
| RDS 'A' 'A' ORD EUR0.07 | 2.96 |
47.24% | 11.39% | 29.66% | 11.71% | ||
| ROLLS-ROYCE ORD 20P | 2.91 |
48.61% | 12.94% | 28.50% | 0.20% | 9.75% | |
| UNILEVER ORD 3 1/9P | 2.90 |
48.81% | 14.69% | 28.09% | 0.49% | 7.91% | |
| SMITHS GROUP ORD 37.5P | 2.89 |
48.59% | 13.38% | 29.16% | 0.84% | 8.04% | |
| EXPERIAN ORD USD0.10 | 2.87 |
49.30% | 13.60% | 28.43% | 1.29% | 7.38% | |
| INTERTEK GROUP ORD 1P | 2.86 |
50.89% | 13.47% | 25.37% | 1.73% | 8.54% | |
| BR.AMER.TOB. ORD 25P | 2.83 |
48.88% | 11.04% | 30.89% | 0.97% | 8.22% | |
| BG GRP. ORD 10P | 2.82 |
51.01% | 13.33% | 26.64% | 1.45% | 7.57% | |
| NATIONAL GRID ORD 11 17/43P | 2.82 |
50.19% | 14.19% | 27.98% | 0.71% | 6.92% | |
| DIAGEO ORD 28 101/108P | 2.81 |
50.78% | 13.07% | 27.44% | 1.14% | 7.57% | |
| CAPITA GROUP ORD 2.066666P | 2.81 |
47.58% | 9.59% | 33.43% | 0.37% | 9.02% | |
| IMP.TOBACCO GRP ORD 10P | 2.79 |
50.85% | 12.71% | 27.73% | 0.55% | 8.16% | |
| PEARSON ORD 25P | 2.78 |
51.33% | 13.52% | 27.02% | 0.93% | 7.19% | |
| SHIRE ORD 5P | 2.78 |
50.04% | 12.24% | 29.78% | 0.74% | 7.21% | |
| WPP ORD 10P | 2.78 |
52.05% | 15.02% | 24.57% | 0.82% | 7.54% | |
| LEGAL&GEN. ORD 2 1/2P | 2.77 |
47.41% | 9.09% | 34.67% | 0.34% | 8.49% | |
| PRUDENTIAL ORD 5P | 2.74 |
51.91% | 12.26% | 27.16% | 0.74% | 7.94% | |
| COMPASS GROUP ORD 10P | 2.73 |
52.68% | 11.88% | 25.87% | 1.18% | 8.38% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.