Chi-X® Europe Limited, operator of the largest pan-European equity multilateral trading facility (MTF), today published its trading statistics for the third quarter of 2008.
Chi-X Europe offers trading, clearing and settlement services for component stocks of the AEX 25/AMX 25 (Dutch), ATX 20 (Austrian), BEL 20 (Belgian), CAC 40/CAC Next 20 (French), DAX 30/MDAX (German), FTSE 100/FTSE 250 (British), OBX 25 (Norwegian), OMX Copenhagen 20 (Danish), OMX Helsinki 25 (Finnish), OMX Stockholm 30 (Swedish) and SMI 20 (Swiss) indices, as well as a selection of ETFs. Chi-X currently offers a total of 714 stocks for trading.
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Chi-X®
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Overview
(vs. Previous Quarter) |
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Number
of Trades |
26,343,244
(+109%) |
|
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Share
Volume |
26,603,940,558
(+91%) |
|
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Turnover |
EURO;246,269,871,971
(+86%) |
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Price
Improvement * |
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Month |
Percentage
of Trades Executed At or Better than the Primary Market Spread |
Average
Price Improvement (basis points) |
|
Sep-08 |
92% |
3.19 |
|
Aug-08 |
92% |
2.61 |
|
Jul-08 |
92% |
2.66 |
|
Jun-08 |
94% |
2.37 |
|
May-08 |
95% |
2 |
|
Apr-08 |
94% |
1.95 |
|
Mar-08 |
93% |
2.76 |
|
Feb-08 |
92% |
2.67 |
|
Jan-08 |
88% |
2.89 |
Note:
Price improvement is defined as the difference between the
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Trading
Highlights |
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Index |
Market
Share |
Market
Ratio |
Date |
|
FTSE
100 – British |
22.36% |
28.28% |
20-Aug-08 |
|
AEX
25 – Dutch |
18.42% |
22.58% |
20-Aug-08 |
|
CAC
40 – French |
16.12% |
19.21% |
20-Aug-08 |
|
DAX
30 - German |
15.44% |
18.26% |
20-Aug-08 |
|
FTSE
250 (171) - British |
14.29% |
16.68% |
20-Aug-08 |
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ETFs
(5 iShares) |
10.80% |
12.11% |
1-Aug-08 |
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OMX
H 25 – Finnish |
9.07% |
9.98% |
25-Sep-08 |
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BEL
20 – Belgian |
7.51% |
8.13% |
9-Sep-08 |
|
SMI
20 – Swiss |
7.47% |
8.08% |
20-Aug-08 |
|
OMX
S 30 – Swedish |
5.51% |
5.83% |
23-Jul-08 |
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ATX
20 – Austrian |
4.08% |
4.25% |
3-Sep-08 |
|
OBX
25 – Norwegian |
3.23% |
3.34% |
5-Sep-08 |
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OMX
C 20 - Danish |
3.06% |
3.15% |
1-Sep-08 |