SIX Exchange Services

SIX Exchange Analytics Suite

Exclusive Market Signals. Smarter Algorithms. Greater Alpha!

Unlock unique market microstructure insights from SIX Swiss Exchange, BME, and Aquis to enhance systematic trading strategies, validate algorithms, and uncover new sources of alpha.

Trial for Free!

Are You ...

... running systematic or proprietary alpha-seeking strategies?
... a quantitative investment team?
... already purchasing exchange-generated datasets from other trading venues?
... re-evaluating your data strategy?

See More. Test Better. Trade Smarter.

The Hidden Signals Behind Market Performance.

  • Exclusive exchange-generated datasets
  • Unique alpha-generating signals
  • Proprietary insights unavailable elsewhere
  • Coverage of SIX Swiss Exchange, BME & Aquis
  • Enhanced strategy testing and optimization
  • Deeper market microstructure intelligence
  • Built for quantitative and systematic traders
  • Competitive edge for alpha-seeking firms

Concentration Analytics

Market concentration analytics by market participant groups for >>

Market Concentration Analysis

Market concentration trading insights

  • Concentration Analytics -
    Per Security / Trading Day
    SIX: SCA / BME: BCA / Aquis: ACA
  • Concentration Analytics Hourly -
    Per Security / Hour
    SIX: SCAH / BME: BCAH

Concentration breakdown

  • Overall
  • Aggressive
  • Passive
  • Auction

Market Participant grouping

  • Customer / Non-Customer

Measurement

  • Herfindahl-Hirschman Index - HHI

Granularity

  • Member Org ID / Member ID

Coverage

SIX

► Most liquid instruments

  • Blue Chip Shares
  • Mid / Small-Cap Shares

► CLOB on XSWX

BME

► EQ segment on BMEX

► CLOB on BMEX

AQUIS

► Most liquid instruments

  • Blue Chip Shares
  • Mid / Small-Cap Shares

► CLOB on AQXE / AQEU

► 15 European Markets

Historical Data

Delivery

SIX

  • t + 1
  • SFTP
  • CSV Format
  • SFTP / API available on Market Signal

BME

  • t delivery
  • SFTP
  • TXT Format
  • SFTP / API available on Market Signal

AQUIS

  • t + 1
  • SFTP
  • CSV Format
  • SFTP / API available on Market Signal

Concentration Analytics Documentation

Flow Analytics

Order flow analytics by market participant groups for >>

Order Flow Analysis

Order flow insights

  • Flow Analytics -
    Per Security / Trading Day
    SIX: SFA / BME: BFA / Aquis: AFA
  • Flow Analytics Hourly -
    Per Security / Hour
    SIX: SFAH / BME: BFAH

Flow breakdown

  • Overall
  • Aggressive
  • Passive
  • Auction

Market Participant grouping

  • Customer / Non-Customer

Coverage

SIX

► Most liquid instruments

  • Blue Chip Shares
  • Mid / Small-Cap Shares
  • ETFs
  • ETPs

► CLOB on XSWX

BME

► EQ segment on BMEX

► CLOB on BMEX

Historical Data

Delivery

SIX

  • t + 1
  • SFTP
  • CSV Format

BME

  • t delivery
  • SFTP
  • TXT Format

AQUIS

  • t + 1
  • SFTP
  • CSV Format

Flow Analytics Documentation

Flow Analytics 2.0

Order flow analytics by market participant groups per day & instrument for >>

Comparison: Benefit from a more granular breakdown into nine market participant groups.

  SIX Flow Analytics     SIX Flow Analytics 2.0      
Customer vs Non-Customer ✓* ✓
Geographical origin of flow X ✓

Swiss EBBO routing

 X ✓

* Customer grouping in SFA 2.0 is based on the trading capacity like in SFA but slightly refined based on internal business expertise

Flow metrics computation fields for the nine market participant groups

Field Values  
“Customer” group “Customer”, “Non-customer”  
“Geographical origin of flow” group “Swiss”, “Continental European”, “UK and Overseas”  
“Swiss EBBO routing” group “SEB”, “Non-SEB”  

Order Flow Analysis

Order flow insights

  • Per Instrument / Trading Day

Flow breakdown

  • Aggressive / Passive / Auction Flow Trading Imbalance

Market Participant grouping

  • Geographical origin of flow
  • Swiss EBBO routing

Trading Capacity breakdown

  • Customer vs. Non-Customer

Flow 2.0 Analytics Documentation

BME Retail Analytics

Title

Provides insights into Retail Order Flow and Retail Execution Prices on >>

Order Flow Analysis

Order flow & execution price insights

  • Retail Analytics -
    Per Trading Day / Ticker
    BME: BRA
  • Retail Analytics Hourly -
    Per Hour of Trading Day / Ticker
    BME: BRAH

Coverage

BME

► EQ segment on BMEX

► CLOB on BMEX

Delivery

BME

  • t+1 delivery
  • SFTP
  • TXT Format

Retail Analytics Documentation

Arrival time analytics of orders to the exchange boundary >>

Timestamp Analysis

Subscribed Clients

  • Arrival timestamps for all orders of subscribed clients

All Participants

  • Arrival timestamps for orders resulting in execution of all participants

Capturing

  • Timestamps are captured by Corvil device atop co-location switch

Filtering

  • Messages are filtered into private and public files

Historical Data

Historical trial data from August 2025.

Coverage

► Most liquid instruments

  • Blue Chip Shares
  • Mid / Small-Cap Shares

► CLOB on XSWX

Delivery

  • t + 1
  • SFTP
  • CSV Format

Historical Data

► Available

Market Data SIX Presentation SIX FI Video Future of Finance 25/26 Partners