Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 97,194.03 +1,716.99

Chi-X Issues September 2007 Trading Statistics

Date 11/10/2007

Chi-X® Europe Limited, a pan-European equity alternative trading system (ATS), has published its trading statistics for the month of September 2007.

Chi-X Europe offers trading, clearing and settlement in component stocks of the FTSE 100, Dutch AEX 25 and German DAX 30, and will introduce trading for other major European markets before MiFID comes into effect on 1 November 2007.

Chi-X® Europe Trading Statistics - September 2007

Overview (vs. Previous Month)

Number of trades

531,458 (+71%)

 

Share volume

367,913,685 (+89%)

Turnover

€ 10,918,269,828 (+128%)
Market Share Highlights
Stock Date

Percentage of Combined Chi-X and Primary Exchange Volume Executed on Chi-X

Philips Kon ORD 6 September 2007 31.87%
Philips Kon ORD 5 September 2007 25.12%
BASF 20 September 2007 22.27%
Bayer 18 September 2007 17.36%
ING Groep 6 September 2007 17.33%
R Dutch Shell A ORD 6 September 2007 17.07%
Price Improvement *
Month Percentage of Trades Executed Inside the Primary Market Spread Average Price Improvement (basis points)
September 2007 86% 1.85
August 2007 49% 1.97
July 2007 57% 2.17
June 2007 69% 2.67
May  2007 54% 1.5
* Price improvement defined as the difference between average primary exchange price and Chi-X execution price.