SIX Concentration Analytics (Member)

SIX Concentration Analytics (Member)

SIX Concentration Analytics (SCA) measures how liquidity is distributed across the order book for each SIX-listed equities, helping users quantify concentration vs. dispersion at and around the top of book. Metrics are intended for market quality monitoring, venue insights, and strategy research (e.g., assessing depth distribution and resiliency), measured by the Herfindahl-Hirschman Index (HHI). SIX Market Signal delivers this product as a historical analytics dataset with daily updates, ready for dashboards and quantitative workflows.

Two Datasets in One Product

Free Historical Trial Data

Prospective clients may benefit from a free trial of SIX Concentration Analytics historical data before onboarding the T+1 product. The historical trial dataset is refreshed quarterly on a rolling basis and maintains a minimum three-month delay from the current date. For complimentary access to the historical trial dataset, please contact marketsignal@six-group.com.

Product Guide

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Category:
Analytics
Type:
historical
Workspace:
SIX
Dataset Id:
SIX_HHI_MEMBER
Region:
Switzerland
Records:
550,080
Newest Record:
10/26/2026
Oldest Record:
01/03/2014
Updated At:
10/27/2026

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Use Cases

  • Market-quality and venue surveillance
  • Member and participant concentration monitoring
  • Best-execution and liquidity analysis
  • Identifying instruments where flow is dominated by a few members
  • Comparing customer vs. non-customer and aggressive vs. passive concentration

Highlights

The SIX_HHI_MEMBER dataset measures how concentrated trading is across SIX Swiss Exchange members for each instrument and day — quantifying whether activity is dominated by a handful of participants or broadly dispersed, via the Herfindahl-Hirschman Index (HHI). What sets it apart is the decomposition: every concentration metric is broken out by side (buy/sell), liquidity flag (aggressive/passive), flow type (customer/non-customer), and auction phase, each paired with its matching executed volume. Whether you're surveilling market quality, benchmarking best-execution, or researching Swiss equity microstructure, this dataset shows not just how much an instrument traded but how that activity was distributed among the members behind it. Pairs naturally with SIX_HHI_MEMBERORG for organization-level concentration and SIX_FLOW_ANALYTICS / SIX_FLOW_ANALYTICS_V2 for flow composition.

Provider

SIX logo
Published BySIX

Methods

Example API Request URL

Time Series Query Parameters

You can use any time series query parameters with this dataset.
View the full documentation →

Response Attributes

KeyType
Description
isin keystringISO 6166 International Securities Identification Number of the instrument.
date indexstringTrading date the metrics are computed for (YYYY-MM-DD).
hhi_auctionfloat64Member-concentration HHI computed over auction-phase volume.
trade_volumeintegerTotal executed trade volume for the instrument on the day.
aggressive_trade_volumeintegerExecuted volume from aggressive (liquidity-taking) orders.
hhi_buyfloat64Member-concentration HHI computed over buy-side executed volume.
hhi_auction_buyfloat64Member-concentration HHI over auction buy-side volume.
customer_trade_volumeintegerExecuted volume attributed to customer (client) flow.
hhi_customerfloat64Member-concentration HHI computed over customer (client) flow.
passive_trade_volumeintegerExecuted volume from passive (liquidity-providing) orders.
hhi_customer_buyfloat64Member-concentration HHI over customer buy-side volume.
hhi_noncustomer_sellfloat64Member-concentration HHI over non-customer sell-side volume.
trading_segment_idintegerIdentifier of the SIX trading segment the instrument trades in.
hhi_noncustomerfloat64Member-concentration HHI computed over non-customer (proprietary) flow.
currency subkeystringTrading currency of the instrument (ISO 4217).
noncustomer_trade_volumeintegerExecuted volume attributed to non-customer (proprietary) flow.
hhi_aggressive_buyfloat64Member-concentration HHI over aggressive buy-side volume.
hhi_passive_sellfloat64Member-concentration HHI over passive sell-side volume.
groupstringSIX instrument/trading group the security belongs to.
auction_trade_volumeintegerExecuted volume from auction phases (opening, closing and intraday auctions).
hhi_aggressive_sellfloat64Member-concentration HHI over aggressive sell-side volume.
hhifloat64Herfindahl-Hirschman Index of trading concentration across members for the instrument/day. Higher values indicate volume concentrated among fewer members; lower values indicate more dispersed participation.
hhi_noncustomer_buyfloat64Member-concentration HHI over non-customer buy-side volume.
hhi_auction_sellfloat64Member-concentration HHI over auction sell-side volume.
hhi_passive_buyfloat64Member-concentration HHI over passive buy-side volume.
hhi_aggressivefloat64Member-concentration HHI computed over aggressive (liquidity-taking) volume.
hhi_sellfloat64Member-concentration HHI computed over sell-side executed volume.
hhi_customer_sellfloat64Member-concentration HHI over customer sell-side volume.
hhi_passivefloat64Member-concentration HHI computed over passive (liquidity-providing) volume.

* required

HTTP REQUEST
GET/v1/data/CORE/SIX_HHI_MEMBER?last=1
HTTP RESPONSE
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