Volume and Turnover

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
07.02.2012 20:05:01	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	55.200	2'236.808	2.733	173.975	0.029	7.557	57.933	2'410.783	0.481	14.621
Mid & Small Caps Swiss Shares	30.629	342.100	0.449	23.017		0.674	31.078	365.116	0.447	21.973
Foreign Shares	1.738	31.767	0.094	1.841	0.001	0.051	1.831	33.608	0.006	0.129
CHF Bonds	203.169	209.890	157.690	161.188			360.859	371.078	368.742	384.309
International Bonds	13.799	6.876					13.799	6.876
Exchange Traded Funds	4.809	254.164	2.016	94.038			6.825	348.202	0.066	8.002
Investment Funds	0.204	21.753	0.032	3.840			0.236	25.594		0.071
Exchange Traded Structured Funds		0.010						0.010
Exchange Traded Products	0.016	2.289	0.010	1.658			0.026	3.947
Total turnover for all types of security		3'105.656		459.557		8.281		3'565.213		429.105

Scoach

Leverage	243.897	80.527	2.171	1.377			246.068	81.904
Participation	3.429	21.816	0.079	2.555			3.507	24.370	0.002	0.462
Yield enhancement	22.810	24.850	2.550	2.377			25.360	27.227
Capital protection	3.860	4.369	0.879	0.841			4.739	5.210
Total turnover for all types of security		131.562		7.149		0.000		138.711		0.462

All figures in millions. Turnover currency is CHF.

You can find further information in the section exchange statistics.