Large off-order book bond trades are often subject to the delayed publication regime
(DP regime) and are thus only published the next day.
Volume and turnover published under the delayed publication regime are accordingly
available in the "T-1 DP reports" column.
Volume and turnover data in the "T-1 DP Reports" column refer thus
to trades executed during the previous trading day.
For further details, please refer to
SIX Swiss Exchange Message 32/2005[pdf].
Date / Time
Description
Download
03.02.2012 23:05:01
CSV Version of the Volume and Turnover list
On Orderbook
Off Orderbook
Of which Dark Pools
Total
T-1 DP Reports
Type of Security
Volume
Turnover
Volume
Turnover
Volume
Turnover
Volume
Turnover
Volume
Turnover
SIX Swiss Exchange
Swiss Blue Chip Shares
59.147
2'276.233
1.832
122.258
0.138
1.113
60.979
2'398.490
0.024
Mid & Small Caps Swiss Shares
39.044
409.894
1.284
35.378
0.385
3.199
40.328
445.272
0.231
20.211
Foreign Shares
1.550
27.127
0.175
5.180
0.077
1.798
1.725
32.307
CHF Bonds
173.695
180.439
183.255
192.399
356.950
372.838
852.470
898.260
International Bonds
14.986
6.540
14.986
6.540
Exchange Traded Funds
5.360
356.980
2.837
97.150
8.197
454.130
0.145
7.948
Investment Funds
0.140
16.312
0.027
3.456
0.167
19.768
Exchange Traded Structured Funds
Exchange Traded Products
0.017
2.506
0.005
0.841
0.022
3.347
Total turnover for all types of security
3'276.030
456.660
6.110
3'732.691
926.442
Scoach
Leverage
267.107
83.994
5.087
3.126
272.194
87.120
0.034
0.018
Participation
3.979
24.515
0.057
6.950
4.036
31.465
0.610
69.489
Yield enhancement
25.543
30.932
0.731
0.879
26.274
31.811
Capital protection
2.785
3.447
0.130
0.027
2.915
3.474
Total turnover for all types of security
142.888
10.982
0.000
153.870
69.507
All figures in millions. Turnover currency is CHF.
