As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are the following lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland 3) Foreign Shares 4) Large Cap Switzerland 5) Index Warrants – all single trades by size from 01.02.2021 6) Commodities 7) Market Share and Turnover. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The 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 Switzerland
3) Foreign Shares
4) Large Cap Switzerland
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0556420229 | ZURBJB | Zurich Insurance Group AG | 1.31 | 250000 | 327500 |
CH0524980353 | UHRTJB | Swatch Group I | 0.85 | 200000 | 170000 |
CH0556420229 | ZURBJB | Zurich Insurance Group AG | 1.32 | 125000 | 165000 |
CH0556420229 | ZURBJB | Zurich Insurance Group AG | 1.31 | 125000 | 163750 |
CH0575019911 | ROGOJB | Roche AG | 0.5 | 300000 | 150000 |
CH0506997672 | LONACZ | Lonza Group N | 1.32 | 100000 | 132000 |
CH0447805356 | ROGCFZ | Roche AG | 0.31 | 425000 | 131750 |
CH0447805356 | ROGCFZ | Roche AG | 0.31 | 425000 | 131750 |
CH0507004031 | SIKAOZ | Sika AG | 0.4 | 275000 | 110000 |
CH0507004031 | SIKAOZ | Sika AG | 0.39 | 275000 | 107250 |
CH0531805700 | ROGM1U | Roche AG | 0.35 | 300000 | 105000 |
CH0506998811 | SLHAUZ | Swiss Life Hldg. N | 0.69 | 150000 | 103500 |
CH0531805700 | ROGM1U | Roche AG | 0.34 | 300000 | 102000 |
CH0506998811 | SLHAUZ | Swiss Life Hldg. N | 0.68 | 150000 | 102000 |
CH0447805356 | ROGCFZ | Roche AG | 0.29 | 350000 | 101500 |
CH0506991600 | LONBGZ | Lonza Group N | 0.78 | 125000 | 97500 |
CH0506997615 | ROGBIZ | Roche AG | 0.32 | 300000 | 96000 |
CH0507004031 | SIKAOZ | Sika AG | 0.4 | 225000 | 90000 |
CH0507004031 | SIKAOZ | Sika AG | 0.39 | 225000 | 87750 |
CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.09 | 40000 | 83600 |
CH0573414668 | RODGSU | Roche AG | 0.27 | 300000 | 81000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.8 | 100000 | 80000 |
CH0575019911 | ROGOJB | Roche AG | 0.51 | 150000 | 76500 |
CH0575019911 | ROGOJB | Roche AG | 0.51 | 150000 | 76500 |
CH0587055226 | LONDJB | Lonza Group N | 0.42 | 180000 | 75600 |
CH0587055226 | LONDJB | Lonza Group N | 0.4 | 180000 | 72000 |
CH0567394355 | WCFAEV | Compagnie Financière Richemont SA | 0.35 | 200000 | 70000 |
CH0567381428 | WSICEV | Sika AG | 0.63 | 100000 | 63000 |
CH0567335499 | WLOAKV | Lonza Group N | 0.25 | 250000 | 62500 |
CH0567335499 | WLOAKV | Lonza Group N | 0.25 | 250000 | 62500 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.62 | 100000 | 62000 |
CH0507002183 | ABBCCZ | ABB N | 0.47 | 125000 | 58750 |
CH0507002183 | ABBCCZ | ABB N | 0.47 | 125000 | 58750 |
CH0507002183 | ABBCCZ | ABB N | 0.47 | 125000 | 58750 |
CH0507001011 | SCMARZ | Swisscom N | 0.39 | 150000 | 58500 |
5) Index Warrants
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0567350993 | WDADDV | DAX Index | 2.02 | 120000 | 242400 |
CH0536583385 | WDABRV | DAX Index | 1.61 | 150000 | 241500 |
CH0581528285 | WSPDFV | S&P 500 Index | 5.9 | 17000 | 100300 |
CH0567387722 | WDALEV | DAX Index | 1.2 | 80000 | 96000 |
CH0481036801 | WSMGHV | SMI | 1.12 | 80000 | 89600 |
CH0510644385 | WSMEFV | SMI | 0.77 | 100000 | 77000 |
CH0510644906 | WDADMV | DAX Index | 0.68 | 100000 | 68000 |
CH0547547239 | SMIRJB | SMI | 0.64 | 100000 | 64000 |
CH0567387417 | WDAJTV | DAX Index | 0.32 | 200000 | 64000 |
CH0506993002 | SMICSZ | SMI | 0.35 | 150000 | 52500 |
6) Commodities
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0510643502 | WPLB6V | Platinum | 0.32 | 200’000 | 64’000 |
CH0567358350 | WSIB0V | Silver | 3.03 | 21’000 | 63’630 |
CH0506993580 | XAGATZ | Silver | 0.58 | 100’000 | 58’000 |
CH0506993580 | XAGATZ | Silver | 0.58 | 90’000 | 52’200 |
CH0545013598 | WSIAXV | Silver | 5 | 10’000 | 50’000 |
CH0581481121 | WSIBWV | Silver | 1.75 | 27’000 | 47’250 |
CH0499772975 | WSIBDV | Silver | 4.28 | 11’000 | 47’080 |
CH0545013598 | WSIAXV | Silver | 4.65 | 10’000 | 46’500 |
CH0506993507 | XAGAIZ | Silver | 0.58 | 80’000 | 46’400 |
CH0499772975 | WSIBDV | Silver | 4.3 | 10’000 | 43’000 |
CH0506994265 | XAGBSZ | Silver | 0.39 | 100’000 | 39’000 |
CH0581481121 | WSIBWV | Silver | 1.84 | 20’000 | 36’800 |
CH0506994273 | XAGBTZ | Silver | 0.32 | 100’000 | 32’000 |
CH0567358368 | WSIB3V | Silver | 2.24 | 13’500 | 30’240 |
CH0567358384 | WSIB9V | Silver | 1.16 | 25’000 | 29’000 |
CH0506993515 | XAGAJZ | Silver | 0.41 | 70’000 | 28’700 |
CH0506993499 | XAGAHZ | Silver | 0.92 | 30’000 | 27’600 |
CH0567358335 | WSIBSV | Silver | 3.43 | 8’000 | 27’440 |
CH0581481147 | WSIB1V | Silver | 1.57 | 15’000 | 23’550 |
CH0506994273 | XAGBTZ | Silver | 0.29 | 80’000 | 23’200 |
CH0499772975 | WSIBDV | Silver | 4.42 | 5’000 | 22’100 |
CH0567358368 | WSIB3V | Silver | 2.15 | 10’000 | 21’500 |
CH0567358350 | WSIB0V | Silver | 3 | 7’000 | 21’000 |
CH0567358384 | WSIB9V | Silver | 1.4 | 15’000 | 21’000 |
CH0506993671 | XAUAVZ | Gold | 0.24 | 85’000 | 20’400 |
CH0581481055 | WSIBHV | Silver | 2.03 | 10’000 | 20’300 |
CH0567358368 | WSIB3V | Silver | 2.25 | 9’000 | 20’250 |
CH0581481147 | WSIB1V | Silver | 1.33 | 15’000 | 19’950 |
CH0506994265 | XAGBSZ | Silver | 0.38 | 50’000 | 19’000 |
CH0506994265 | XAGBSZ | Silver | 0.38 | 49’000 | 18’620 |
CH0553452845 | WSIBMV | Silver | 1.86 | 10’000 | 18’600 |
CH0510643007 | WSICGV | Silver | 3.7 | 5’000 | 18’500 |
CH0553452878 | WSIBRV | Silver | 0.61 | 30’000 | 18’300 |
CH0553452845 | WSIBMV | Silver | 1.78 | 10’000 | 17’800 |
CH0499772975 | WSIBDV | Silver | 4.41 | 4’000 | 17’640 |
CH0506993572 | XAGASZ | Silver | 0.77 | 22’000 | 16’940 |
7) Market Share and Turnover Total Value
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