SIX Exfeed’s SIX Flow Analytics Hourly product guide at SIX Swiss Exchange; per-day order-flow insights by market participant groups

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© SIX 02.2026 SIX-SFAH-GDE-120/E Version 1.20, 10.02.2026 C1 Public

SIX Exfeed SIX Flow Analytics Hourly (SFAH) Product Guide

SIX Exfeed SIX Flow Analytics Hourly (SFAH) Product Guide SIX-SFAH-GDE-120/E Version 1.20, 10.02.2026

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Table of Contents 1 Introduction ……………………………………………………………………………………………………………………………………………. 3 1.1 Purpose and Scope …………………………………………………………………………………………………………………………………………… 3 2 Data Format ……………………………………………………………………………………………………………………………………………. 3 2.1 File Format ……………………………………………………………………………………………………………………………………………………….. 3 2.2 File Name …………………………………………………………………………………………………………………………………………………………. 3 3 Data Content …………………………………………………………………………………………………………………………………………… 3 3.1 Security Universe ……………………………………………………………………………………………………………………………………………… 3 3.2 Execution Venues Covered ……………………………………………………………………………………………………………………………….. 4 3.3 Market Participant Classification ………………………………………………………………………………………………………………………. 4 3.4 Data Fields ……………………………………………………………………………………………………………………………………………………….. 4

SIX Exfeed SIX Flow Analytics Hourly (SFAH) Product Guide SIX-SFAH-GDE-120/E Version 1.20, 10.02.2026

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1 Introduction 1.1 Purpose and Scope This Product Guide provides relevant information on SIX Flow Analytics Hourly (SFAH) according to the General Terms and Conditions for SIX Flow Analytics Services (cf. Section 2 and 3.1 GTC). This Product Guide does not take precedent over the Agreement on SIX Flow Analytics Services (including the General Terms and Conditions for SIX Flow Analytics Services). 2 Data Format 2.1 File Format SFAH is provided in a delimited text file (CSV) that uses a semicolon (“;”) to separate values. 2.2 File Name The CSV file containing data for trading day YYYY-MM-DD has the file name “six_flow_hourly_YYYYMMDD.csv”. For example, the data for June 20, 2022 is provided in the file called “six_flow_hourly_20220620.csv”. 3 Data Content SFAH provides insights into the order flow on SIX Swiss Exchange by market participant groups per day and security. 3.1 Security Universe SFAH is computed for securities in the following trading segments subject to the corresponding inclusion requirements: Trading Segment Name Trading segment ID Inclusion requirements Blue Chip Shares 26 (until and including 4 December 2020) and 25 (from 7 December 2020)

At least 20 trades Mid-/Small-Cap Shares 591

At least 20 trades ETF 584

At least 20 trades

At least three registered market makers ETP 588

At least 20 trades

At least three registered market makers Table 1 Security universe The inclusion requirements are evaluated for each day, separately.

SIX Exfeed SIX Flow Analytics Hourly (SFAH) Product Guide SIX-SFAH-GDE-120/E Version 1.20, 10.02.2026

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3.2 Execution Venues Covered SFAH is computed for executions on the following order books: Trading Segment Name Order books Blue Chip Shares CLOB Mid-/Small-Cap Shares CLOB ETF QDM ETP QDM Table 2 Execution venues covered 3.3 Market Participant Classification The order flow is classified into «Customer» flow and «Non-customer» flow according to the following procedure: Classification Order books «Customer» flow Trading under the risk-less principal capacity and not originating from a Sponsored Access User «Non-customer» flow Order flow not classified as «Customer» flow Table 3 Market participant classification 3.4 Data Fields Field name Format Definition date str Date in YYYY-MM-DD format isin str ISIN code currency str Trading currency group str ID for symbol grouping (board only) trading_segment_id str ID for trading segment time_bucket time 09:00-10:00 10:00-11:00 11:00-12:00 12:00-13:00 13:00-14:00 14:00-15:00 15:00-16:00 16:00-17:00 17:00-18:00 Time intervals are left-closed and right-open, i.e. [x,y). The full hour at time y is assigned to the next interval. trade_imbalance_customer int Buy minus sell number of shares executed of customers aggressive_trade_imbalance_customer int Buy minus sell number of shares aggressively executed of customers during continuous trading passive_trade_imbalance_customer int Buy minus sell number of shares passively executed of customers during continuous trading auction_trade_imbalance_customer int Buy minus sell number of shares executed of customers during the auctions and Trading-At-Last

SIX Exfeed SIX Flow Analytics Hourly (SFAH) Product Guide SIX-SFAH-GDE-120/E Version 1.20, 10.02.2026

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Field name Format Definition trade_volume_customer int Total buy and sell number of shares executed of customers aggressive_trade_volume_customer int Total buy and sell number of shares aggressively executed of customers during continuous trading passive_trade_volume_customer int Total buy and sell number of shares passively executed of customers during continuous trading auction_trade_volume_customer int Total buy and sell number of shares executed of customers during the auctions and Trading-At-Last trade_volume int Total buy and sell number of shares executed aggressive_trade_volume int Total buy and sell number of shares aggressively executed during continuous trading passive_trade_volume int Total buy and sell number of shares passively executed during continuous trading auction_trade_volume int Total buy and sell number of shares executed during the auctions and Trading-At-Last trade_value float64 Total buy and sell value executed denominated in trading currency aggressive_trade_value float64 Total buy and sell value aggressively executed during continuous trading denominated in trading currency passive_trade_value float64 Total buy and sell value passively executed during continuous trading denominated in trading currency auction_trade_value float64 Total buy and sell value executed during auctions and Trading- At-Last denominated in trading currency Table 4 Data fields

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