As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland single trades by size from 30.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The two Swiss stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.
1) Market Overview Warrants Switzerland
2) Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-
3) Large Cap Warrant Trades CHF >30’000.-
| Symbol | Underlying | Price | Volume | Turnover | Issuer |
| WTNESU | Nestlé S.A. | 1.02 | 200’000 | 204’000 | UBS |
| WTNESU | Nestlé S.A. | 1.02 | 200’000 | 204’000 | UBS |
| LONAXZ | Lonza Group N | 1.1 | 150’000 | 165’000 | Zürcher Kantonalbank |
| LONAXZ | Lonza Group N | 1.07 | 150’000 | 160’500 | Zürcher Kantonalbank |
| LONAXZ | Lonza Group N | 1.05 | 150’000 | 157’500 | Zürcher Kantonalbank |
| LONDWU | Lonza Group N | 1.22 | 100’000 | 122’000 | UBS |
| ROGCFZ | Roche AG | 0.26 | 450’000 | 117’000 | Zürcher Kantonalbank |
| ROGCFZ | Roche AG | 0.26 | 450’000 | 117’000 | Zürcher Kantonalbank |
| ROGCFZ | Roche AG | 0.26 | 450’000 | 117’000 | Zürcher Kantonalbank |
| ROGCFZ | Roche AG | 0.26 | 450’000 | 117’000 | Zürcher Kantonalbank |
| WTNESU | Nestlé S.A. | 1.03 | 100’000 | 103’000 | UBS |
| SLHUJB | Swiss Life Hldg. N | 0.48 | 200’000 | 96’000 | Bank Julius Bär |
| ROGBBZ | Roche AG | 0.22 | 425’000 | 93’500 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.2 | 450’000 | 90’000 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.2 | 450’000 | 90’000 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.21 | 425’000 | 89’250 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.21 | 425’000 | 89’250 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.21 | 425’000 | 89’250 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.72 | 100’000 | 72’000 | Zürcher Kantonalbank |
| WTNESU | Nestlé S.A. | 1.03 | 60’000 | 61’800 | UBS |
| USSREU | Swiss RE AG | 0.6 | 100’000 | 60’000 | UBS |
| WTROGU | Roche AG | 0.94 | 50’000 | 47’000 | UBS |
| WCSG5U | Credit Suisse Group AG | 0.45 | 100’000 | 45’000 | UBS |
| UOROGU | Roche AG | 0.16 | 280’000 | 44’800 | UBS |
| NOTV7U | Novartis AG | 0.72 | 60’000 | 43’200 | UBS |
| NOVAEZ | Novartis AG | 0.07 | 583’200 | 40’824 | Zürcher Kantonalbank |
| NOVUQU | Novartis AG | 0.37 | 100’000 | 37’000 | UBS |
| WROAFV | Roche AG | 0.12 | 300’000 | 36’000 | Bank Vontobel |
| WSLAQV | Swiss Life Hldg. N | 0.3 | 100’000 | 30’000 | Bank Vontobel |
4) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 