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 23.02.2021 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 |
| CH0288196535 | ABBMXC | ABB N | 1.309 | 200’000 | 261’800 |
| CH0534146292 | SLHGJB | Swiss Life Hldg. N | 1.53 | 150’000 | 229’500 |
| CH0534146292 | SLHGJB | Swiss Life Hldg. N | 1.52 | 150’000 | 228’000 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.03 | 150’000 | 154’500 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.03 | 150’000 | 154’500 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.77 | 200’000 | 154’000 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.76 | 200’000 | 152’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.75 | 200’000 | 150’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.8 | 175’000 | 140’000 |
| CH0547548427 | LHNNJB | LafargeHolcim Ltd. | 0.67 | 200’000 | 134’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.35 | 325’000 | 113’750 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.29 | 40’000 | 91’600 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.27 | 40’000 | 90’800 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.25 | 40’000 | 90’000 |
| CH0457098991 | WCSF5V | Credit Suisse Group AG | 0.35 | 250’000 | 87’500 |
| CH0547548419 | LHNMJB | LafargeHolcim Ltd. | 0.7 | 100’000 | 70’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.64 | 100’000 | 64’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.35 | 175’000 | 61’250 |
| CH0419030322 | WTNESU | Nestlé S.A. | 0.74 | 75’000 | 55’500 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.8 | 65’000 | 52’000 |
| CH0531805700 | ROGM1U | Roche AG | 0.12 | 420’000 | 50’400 |
| CH0553707214 | ROVGWU | Roche AG | 0.186 | 270’000 | 50’220 |
| CH0461000538 | WROBHV | Roche AG | 0.25 | 200’000 | 50’000 |
| CH0587054682 | NESOJB | Nestlé S.A. | 0.1 | 500’000 | 50’000 |
| CH0587054682 | NESOJB | Nestlé S.A. | 0.1 | 500’000 | 50’000 |
| CH0581500839 | WABAGV | ABB N | 0.12 | 400’000 | 48’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510645051 | WDAF2V | DAX Index | 1.12 | 100’000 | 112’000 |
| CH0481036801 | WSMGHV | SMI | 1.15 | 95’000 | 109’250 |
| CH0461009109 | WDACTV | DAX Index | 1.08 | 100’000 | 108’000 |
| CH0567351538 | WNAD2V | Nasdaq 100 Index | 1.3 | 80’000 | 104’000 |
| CH0447798692 | SMIIZZ | SMI | 0.6 | 120’000 | 72’000 |
| CH0447798692 | SMIIZZ | SMI | 0.58 | 120’000 | 69’600 |
| CH0581476733 | WDAFOV | DAX Index | 0.46 | 150’000 | 69’000 |
| CH0581476733 | WDAFOV | DAX Index | 0.46 | 150’000 | 69’000 |
| CH0536632927 | WDAVUV | DAX Index | 0.59 | 100’000 | 59’000 |
| CH0447798692 | SMIIZZ | SMI | 0.58 | 100’000 | 58’000 |
| CH0545047042 | WDAL3V | DAX Index | 0.19 | 300’000 | 57’000 |
| CH0510645044 | WDAF1V | DAX Index | 1.02 | 55’000 | 56’100 |
| CH0447798692 | SMIIZZ | SMI | 0.53 | 100’000 | 53’000 |
| CH0510644989 | WDAFUV | DAX Index | 1.06 | 50’000 | 53’000 |
| CH0510645044 | WDAF1V | DAX Index | 0.95 | 55’000 | 52’250 |
| CH0536632927 | WDAVUV | DAX Index | 0.58 | 90’000 | 52’200 |
| CH0510644369 | WSMEBV | SMI | 0.91 | 50’000 | 45’500 |
| CH0520106805 | WSMBEV | SMI | 1.42 | 32’000 | 45’440 |
| CH0447798692 | SMIIZZ | SMI | 0.53 | 75’000 | 39’750 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0545013689 | WPLABV | Platinum | 1.27 | 30’000 | 38’100 |
| CH0510643346 | WGOD2V | Gold | 0.17 | 150’000 | 25’500 |
| CH0567358335 | WSIBSV | Silver | 2.23 | 6’500 | 14’495 |
| CH0581500870 | WGOB7V | Barrick Gold Corp. | 0.26 | 40’000 | 10’400 |
| CH0506994273 | XAGBTZ | Silver | 0.065 | 150’000 | 9’750 |
| CH0506993507 | XAGAIZ | Silver | 0.37 | 25’000 | 9’250 |
| CH0506994273 | XAGBTZ | Silver | 0.06 | 150’000 | 9’000 |
| CH0510643015 | WSICHV | Silver | 3.71 | 2’000 | 7’420 |
| CH0510643015 | WSICHV | Silver | 3.7 | 2’000 | 7’400 |
| CH0506993580 | XAGATZ | Silver | 0.28 | 25’000 | 7’000 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 