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 25.02.2021 6) 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
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0575019184 | VACGJB | VAT Group | 1.99 | 130’000 | 258’700 |
| CH0556419676 | LOZOJB | Logitech International SA | 0.99 | 150’000 | 148’500 |
| CH0597671137 | ROPSJB | Zur Rose Group AG | 0.97 | 150’000 | 145’500 |
| CH0575019184 | VACGJB | VAT Group | 2.04 | 65’000 | 132’600 |
| CH0547551199 | ROZRJB | Zur Rose Group AG | 2.35 | 40’000 | 94’000 |
| CH0575018376 | DUFDJB | Dufry AG | 0.92 | 100’000 | 92’000 |
| CH0575019184 | VACGJB | VAT Group | 1.98 | 40’000 | 79’200 |
| CH0597671137 | ROPSJB | Zur Rose Group AG | 1.02 | 75’000 | 76’500 |
| CH0534143406 | TECFJB | Tecan Group AG | 0.76 | 100’000 | 76’000 |
| CH0556419676 | LOZOJB | Logitech International SA | 1.005 | 75’000 | 75’375 |
| CH0534143406 | TECFJB | Tecan Group AG | 0.75 | 100’000 | 75’000 |
| CH0597671137 | ROPSJB | Zur Rose Group AG | 0.99 | 75’000 | 74’250 |
| CH0556419676 | LOZOJB | Logitech International SA | 0.952 | 75’000 | 71’400 |
| CH0547551058 | RIZCJB | Rieter Hldg. AG | 0.68 | 100’000 | 68’000 |
| CH0524980270 | DUFCJB | Dufry AG | 0.26 | 240’000 | 62’400 |
| CH0528879015 | DUZDJB | Dufry AG | 0.62 | 90’000 | 55’800 |
| CH0506996328 | AMSBIZ | AMS AG | 0.37 | 150’000 | 55’500 |
| CH0506996328 | AMSBIZ | AMS AG | 0.37 | 150’000 | 55’500 |
| CH0506996237 | AMSAOZ | AMS AG | 0.13 | 425’000 | 55’250 |
3) Foreign Shares
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0419030314 | WSNESU | Nestlé S.A. | 1 | 200’000 | 200’000 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.17 | 150’000 | 175’500 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.16 | 150’000 | 174’000 |
| CH0419030314 | WSNESU | Nestlé S.A. | 1 | 150’000 | 150’000 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 1 | 150’000 | 150’000 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 0.99 | 150’000 | 148’500 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 0.99 | 150’000 | 148’500 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 0.99 | 150’000 | 148’500 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.83 | 175’000 | 145’250 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.82 | 175’000 | 143’500 |
| CH0512546174 | UBSGAU | UBS Group AG | 0.69 | 200’000 | 138’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.78 | 175’000 | 136’500 |
| CH0550744913 | SRWENU | Swiss RE AG | 1.36 | 100’000 | 136’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.77 | 175’000 | 134’750 |
| CH0510107599 | UTNMMU | Zurich Insurance Group AG | 1.09 | 100’000 | 109’000 |
| CH0425584593 | UBSWDU | UBS Group AG | 0.44 | 200’000 | 88’000 |
| CH0420769652 | WCCSGU | Credit Suisse Group AG | 0.41 | 209’500 | 85’895 |
| CH0561115392 | UBSUIU | UBS Group AG | 0.39 | 200’000 | 78’000 |
| CH0561115392 | UBSUIU | UBS Group AG | 0.38 | 200’000 | 76’000 |
| CH0561115392 | UBSUIU | UBS Group AG | 0.36 | 200’000 | 72’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.71 | 100’000 | 71’000 |
| CH0510626515 | WABAEV | ABB N | 0.14 | 500’000 | 70’000 |
| CH0567410672 | WZUBIV | Zurich Insurance Group AG | 0.135 | 500’000 | 67’500 |
| CH0591042616 | ABBIJB | ABB N | 0.6 | 100’000 | 60’000 |
| CH0420769603 | CSGWPU | Credit Suisse Group AG | 0.2 | 300’000 | 60’000 |
| CH0587054914 | LHNRJB | LafargeHolcim Ltd. | 0.56 | 100’000 | 56’000 |
| CH0507001011 | SCMARZ | Swisscom N | 0.18 | 300’000 | 54’000 |
| CH0556412259 | LOZEJB | Lonza Group N | 0.35 | 150’000 | 52’500 |
| CH0512546174 | UBSGAU | UBS Group AG | 0.7 | 75’000 | 52’500 |
| CH0556412259 | LOZEJB | Lonza Group N | 0.34 | 150’000 | 51’000 |
| CH0420773068 | UBSUYU | UBS Group AG | 0.21 | 240’000 | 50’400 |
| CH0461000538 | WROBHV | Roche AG | 0.25 | 200’000 | 50’000 |
| CH0567381428 | WSICEV | Sika AG | 0.55 | 90’000 | 49’500 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0567341646 | WSMAWV | SMI | 0.78 | 200’000 | 156’000 |
| CH0581528285 | WSPDFV | S&P 500 Index | 5.02 | 25’000 | 125’500 |
| CH0481036801 | WSMGHV | SMI | 1 | 98’000 | 98’000 |
| CH0545047042 | WDAL3V | DAX Index | 0.3 | 300’000 | 90’000 |
| CH0581528285 | WSPDFV | S&P 500 Index | 5.11 | 12’500 | 63’875 |
| CH0581528285 | WSPDFV | S&P 500 Index | 5.06 | 12’500 | 63’250 |
| CH0520190593 | WSMABV | SMI | 0.52 | 100’000 | 52’000 |
| CH0447798726 | SMIJCZ | SMI | 0.26 | 160’000 | 41’600 |
| CH0447798726 | SMIJCZ | SMI | 0.26 | 150’000 | 39’000 |
| CH0581526784 | WDALSV | DAX Index | 0.84 | 40’000 | 33’600 |
| CH0581526784 | WDALSV | DAX Index | 0.84 | 40’000 | 33’600 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0567358335 | WSIBSV | Silver | 2.16 | 11’500 | 24’840 |
| CH0506993663 | XAUAUZ | Gold | 0.33 | 50’000 | 16’500 |
| CH0506993663 | XAUAUZ | Gold | 0.32 | 50’000 | 16’000 |
| CH0506993663 | XAUAUZ | Gold | 0.32 | 50’000 | 16’000 |
| CH0567358335 | WSIBSV | Silver | 2.23 | 5’000 | 11’150 |
| CH0567358178 | WPLAQV | Platinum | 0.96 | 10’000 | 9’600 |
| CH0506993697 | XAUAXZ | Gold | 0.27 | 35’000 | 9’450 |
7) Market Share and Turnover Total Value
Questions or feedback?
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