Banks and other deposit-taking institutions capture only about half of a typical customer's deposits, and this "share of wallet" in the deposit market is falling.According to Roy Morgan Research, customers hold an average of 53 per cent of their deposits (transaction, savings and term deposit accounts) with any one institution. Four years ago the average was 55 per cent.Commonwealth Bank does best, with 60 per cent of its customers' deposits; NAB captures 55 per cent; ANZ has 52 per cent; and Westpac has 48 per cent. ING Direct is at the bottom of the table with a 40 per cent deposit wallet share.Roy Morgan did not provide figures for individual credit unions or building societies, but building societies overall have a 59 per cent deposit wallet share and credit unions have a 55 per cent share.Roy Morgan's industry communications director, Norman Morris, said the study showed that financial institutions were not offering customers effective incentives to consolidate their deposits.