Our Named Market Share service provides you with access to sell-side market share data in addition to a range of analytical tools to help you source liquidity, particularly in small to medium-cap securities. It has never been easier to analyse sell-side trading volumes.
Accuracy
As the official source of information the Named Market Share service provides accurate data based on trade reported information. The data provided by the service results from trades reported directly to the London Stock Exchange and published to the market.
Liquidity
Through Named Market Share buy-side firms can utilise data to determine trading volumes by individual sell-side firms to identify liquidity opportunities and increase the efficiency of their trading decisions.
Depth
Named Market Share statistics include all securities that are traded on the London Stock Exchange's markets and classified as either equities or depository receipts.
Timeliness
Data is updated on a daily basis, three days after publication date. A large amount of historical data is also available dating back to January 2004.
Control
Developed by the London Stock Exchange in conjunction with market participants, the Named Market Share service offers sell-side firms the opportunity to choose whether to participate, and to control which buy-side firms view their market share. Whilst this product promotes increased transparency of the market, we understand the need for privacy and and security.
Reports and functionality
The Named Market Share service consists of six reports. Each of the following reports can be viewed by individual security, user-defined portfolio, FTSE index, FTSE business sector, market segment and total market and can be downloaded into a .CSV or .PDF file:
- The Named Ranking report ranks sell-side firms by value traded, number of trades and number of shares with the names of participating sell-side firms displayed.
- The Summary report displays market share volumes for participating sell-side firms by Customer Business and Total Business; an On-Book/Off-Book split is also available.
- The Group Detail report allows the user to drill down into the underlying segments and sectors within a defined group of securities per participating sell-side firm. i.e. AIM, FTSE250 or Pharmaceuticals.
- The Security Details report allows the user to drill down into the underlying securities within a user-defined group of securities per participating sell-side firm.
- The Trend & Graph report allows the user to plot trends in the performance of participating sell-side firms over the time period selected.
- The Detailed Security download allows the user to download market share volumes for all securities traded by a participating sell-side firm.
Market Share business categories are defined as follows:
Customer Business - the sum of Agency and Direct Customer business.
Total Business - the sum of Customer business and Other Principal business.
Of which On-book - the proportion of total business that was executed automatically.
Of which Off-book - the proportion of total business that was executed manually.
Ordering the Named Market Share service
The Named Market Share service is priced at £10,000 per annum.
To order the Named Market Share service please complete the order form or telephone Information Sales on +44 (0)20 7797 3211 for further information. If you have any questions about the new services please contact your Account Manager or Tom O'Brien on STX 34135 or +44 (0) 20 7797 4135.