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 24.02.2021 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 |
CH0587055416 |
SLHTJB |
Swiss Life Hldg. N |
1.08 |
150’000 |
162’000 |
CH0587055416 |
SLHTJB |
Swiss Life Hldg. N |
1.06 |
150’000 |
159’000 |
CH0506991600 |
LONBGZ |
Lonza Group N |
0.84 |
175’000 |
147’000 |
CH0507004585 |
GIVABZ |
Givaudan |
1.4 |
100’000 |
140’000 |
CH0531810817 |
SREV1U |
Swiss RE AG |
1.21 |
100’000 |
121’000 |
CH0420769652 |
WCCSGU |
Credit Suisse Group AG |
0.4 |
290’500 |
116’200 |
CH0420769652 |
WCCSGU |
Credit Suisse Group AG |
0.375 |
300’000 |
112’500 |
CH0507004031 |
SIKAOZ |
Sika AG |
0.4 |
275’000 |
110’000 |
CH0531809637 |
ZURWVU |
Zurich Insurance Group AG |
2.31 |
40’000 |
92’400 |
CH0507004031 |
SIKAOZ |
Sika AG |
0.4 |
225’000 |
90’000 |
CH0506991600 |
LONBGZ |
Lonza Group N |
0.82 |
100’000 |
82’000 |
CH0506991386 |
NOVBYZ |
Novartis AG |
0.16 |
500’000 |
80’000 |
CH0506992244 |
SIKAEZ |
Sika AG |
0.72 |
100’000 |
72’000 |
CH0506992244 |
SIKAEZ |
Sika AG |
0.7 |
100’000 |
70’000 |
CH0567335499 |
WLOAKV |
Lonza Group N |
0.28 |
250’000 |
70’000 |
CH0506992244 |
SIKAEZ |
Sika AG |
0.68 |
100’000 |
68’000 |
CH0567335499 |
WLOAKV |
Lonza Group N |
0.27 |
250’000 |
67’500 |
CH0561115392 |
UBSUIU |
UBS Group AG |
0.33 |
200’000 |
66’000 |
CH0532884167 |
NOVQJB |
Novartis AG |
0.3 |
217’000 |
65’100 |
CH0404018589 |
ZUAUAU |
Zurich Insurance Group AG |
0.42 |
150’000 |
63’000 |
CH0561115392 |
UBSUIU |
UBS Group AG |
0.31 |
200’000 |
62’000 |
CH0561115392 |
UBSUIU |
UBS Group AG |
0.31 |
200’000 |
62’000 |
CH0506991600 |
LONBGZ |
Lonza Group N |
0.77 |
75’000 |
57’750 |
CH0559911034 |
SRE9RU |
Swiss RE AG |
1.14 |
50’000 |
57’000 |
CH0420769652 |
WCCSGU |
Credit Suisse Group AG |
0.375 |
150’000 |
56’250 |
CH0581500839 |
WABAGV |
ABB N |
0.14 |
400’000 |
56’000 |
CH0461007335 |
WUBCRV |
UBS Group AG |
0.56 |
100’000 |
56’000 |
CH0567381428 |
WSICEV |
Sika AG |
0.54 |
100’000 |
54’000 |
CH0553707214 |
ROVGWU |
Roche AG |
0.198 |
260’000 |
51’480 |
CH0420773118 |
UKUBSU |
UBS Group AG |
0.51 |
100’000 |
51’000 |
CH0589943205 |
ZURUKU |
Zurich Insurance Group AG |
0.91 |
56’000 |
50’960 |
CH0531805700 |
ROGM1U |
Roche AG |
0.13 |
390’000 |
50’700 |
CH0531805700 |
ROGM1U |
Roche AG |
0.12 |
420’000 |
50’400 |
CH0422739521 |
UNUBSU |
UBS Group AG |
0.1 |
500’000 |
50’000 |
CH0531803929 |
UJSREU |
Swiss RE AG |
1 |
50’000 |
50’000 |
5) Index Warrants
ISIN |
Symbol |
Underlying |
Price |
Volume |
Turnover |
CH0581476733 |
WDAFOV |
DAX Index |
0.54 |
384’000 |
207’360 |
CH0581476733 |
WDAFOV |
DAX Index |
0.54 |
350’000 |
189’000 |
CH0545047042 |
WDAL3V |
DAX Index |
0.29 |
465’000 |
134’850 |
CH0510644393 |
WSMEJV |
SMI |
0.55 |
200’000 |
110’000 |
CH0581476733 |
WDAFOV |
DAX Index |
0.54 |
200’000 |
108’000 |
CH0481036801 |
WSMGHV |
SMI |
0.99 |
98’000 |
97’020 |
CH0481036801 |
WSMGHV |
SMI |
1.02 |
95’000 |
96’900 |
CH0481036801 |
WSMGHV |
SMI |
1 |
95’000 |
95’000 |
CH0510644989 |
WDAFUV |
DAX Index |
0.92 |
100’000 |
92’000 |
CH0581476733 |
WDAFOV |
DAX Index |
0.54 |
150’000 |
81’000 |
CH0567341646 |
WSMAWV |
SMI |
0.8 |
100’000 |
80’000 |
CH0567341646 |
WSMAWV |
SMI |
0.79 |
100’000 |
79’000 |
CH0567341646 |
WSMAWV |
SMI |
0.78 |
100’000 |
78’000 |
CH0510644989 |
WDAFUV |
DAX Index |
0.92 |
65’000 |
59’800 |
CH0460984286 |
WSMIHV |
SMI |
0.58 |
100’000 |
58’000 |
CH0461009109 |
WDACTV |
DAX Index |
1 |
50’000 |
50’000 |
CH0506993028 |
SMIDAZ |
SMI |
0.045 |
980’000 |
44’100 |
CH0547547205 |
SMINJB |
SMI |
0.59 |
70’000 |
41’300 |
CH0447798726 |
SMIJCZ |
SMI |
0.27 |
150’000 |
40’500 |
CH0499830997 |
WSMCJV |
SMI |
1.35 |
30’000 |
40’500 |
6) Commodities
ISIN |
Symbol |
Underlying |
Price |
Volume |
Turnover |
CH0499773106 |
WPLA4V |
Platinum |
1.15 |
100’000 |
115’000 |
CH0510643346 |
WGOD2V |
Gold |
0.15 |
150’000 |
22’500 |
CH0567358368 |
WSIB3V |
Silver |
1.3 |
11’000 |
14’300 |
CH0499772975 |
WSIBDV |
Silver |
3.43 |
3’000 |
10’290 |
CH0506993515 |
XAGAJZ |
Silver |
0.18 |
50’000 |
9’000 |
CH0581481121 |
WSIBWV |
Silver |
0.48 |
12’000 |
5’760 |
7) Market Share and Turnover Total Value

Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
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