SIX Exchange Services

SIX Exchange Analytics Suite

Give your trading strategies an edge by understanding market behaviour over time and testing your algorithms.

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

BME

  • t delivery
  • SFTP
  • TXT Format

AQUIS

  • t + 1
  • SFTP
  • CSV Format

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

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

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

Coverage

► Most liquid instruments

  • Blue Chip Shares
  • Mid / Small-Cap Shares

► CLOB on XSWX

Delivery

  • t + 1
  • SFTP
  • CSV Format

Historical Data

► Free data from January 2014

Flow 2.0 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

SIX Flow Analytics

Insights into the order flow on SIX Swiss Exchange

Free trial with SIX Data Max, including 10 years history 

Find out more