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Patches should be installed in order. First 1.1, then 1.2, 1.3 ... 1.6

Patches come in different forms. The cumulative patch 1.6 doesn't require all previous versions; it can be installed on any 1.x version below it.
Also, it's said that it fixes several minor issues that are present in the non-cumulative patch 1.6.

P.S. The link is for the 1C version of the patch.