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Chi-X® Europe Limited, a pan-European equity alternative trading system (ATS), today published its trading statistics for the month of October 2007.
Chi-X Europe offers trading, clearing and settlement for the component stocks of the FTSE 100 (British), CAC 40 (French), AEX 25 (Dutch) and DAX 30 (German) indices.
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Chi-X®
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Overview (vs.
Previous Month) |
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Number of trades |
860,072 (+62%) |
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Share volume |
641,348,830 (+74%) |
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Turnover |
€13,859,030,669 (+27%) |
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Market Share
Highlights |
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Stock |
Date |
Percentage of
Combined Chi-X and Primary Exchange Volume Executed on Chi-X |
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Philips Kon ORD |
1 October 2007 |
21.00% |
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Royal Dutch Shell ( |
5 October 2007 |
20.42% |
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BASF |
1 October 2007 |
18.78% |
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ING Groep |
4 October 2007 |
17.10% |
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Commerzbank |
5 October 2007 |
13.14% |
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Société Générale |
30 October 2007 |
11.24% |
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Price Improvement
* |
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Month |
Percentage of
Trades Executed Inside the Primary Market Spread |
Average Price
Improvement (basis points) |
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October 2007 |
51% |
1.99 |
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September 2007 |
86% |
1.85 |
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August 2007 |
49% |
1.97 |
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July 2007 |
57% |
2.17 |
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June 2007 |
69% |
2.67 |
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May 2007 |
54% |
1.5 |
* Price improvement defined as
the difference between average primary exchange price and Chi-X execution
price.
