Algorithmic Trading news articles - Chi-X Europe Issues Q2 2008 Trading Statistics
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July 4th, 2008 - Chi-X® Europe Limited, has published its trading statistics for the second quarter of 2008.
Chi-X Europe Issues Q2 2008 Trading Statistics
Chi-X Europe offers trading, clearing and
settlement services for component stocks of the AEX 25 (Dutch), CAC 40
(French), DAX 30 (German), FTSE 100 and 250 (British), OMX Copenhagen 20 (Danish),
OMX Helsinki 25 (Finnish), OMX Stockholm 30 (Swedish), Oslo OBX 25 (Norwegian)
and SMI 20 (Swiss) indices.
| CHI-X Europe Trading Statisitics - Q2 2008 |
| Overview (vs. Previous Quarter) |
| Number of Trades |
12,581838 (+90%) |
|
| Share Volume |
13.958,378,202(+112%) | |
| Turnover | E132,502,825,463 (78%) |
|
|
||
| Month |
Percentage of Trades Executed Inside the Primary Market Spread |
Average Price Improvement (basis points) |
| June 2008 |
36% | 2.37 |
| May 2008 |
34% | 2.00 |
| April 2008 |
37% | 1.95 |
| March 2008 |
45% | 2.76 |
| February 2008 |
47% | 2.67 |
| January 2008 |
53% | 2.93 |
| December 2007 |
49% | 2.38 |
| November 2007 | 49% | 2.28 |
| October 2007 | 51% | 1.99 |
| September 2007 |
46% | 1.85 |
| August 2007 | 49% | 1.97 |
| July 2007 | 57% | 2.17 |
| June 2007 | 69% | 2.67 |
| May 2007 | 54% | 1.50 |
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