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 15.04.2021 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
CH0547552445	ROXLJB	Zur Rose Group AG	0.964	200’000	192’800
CH0587054369	COTUJB	Comet Hldg. AG	1.485	100’000	148’500
CH0587054369	COTUJB	Comet Hldg. AG	1.462	100’000	146’200
CH0595204873	BAESJB	Julius Baer Group	0.54	150’000	81’000
CH0597673547	BSLIJB	Basilea Pharmaceutica AG	0.36	200’000	72’000
CH0538469120	SUNA9U	Sulzer AG	0.6	100’000	60’000
CH0506998159	CLNBAZ	Clariant AG	0.29	200’000	58’000
CH0506998159	CLNBAZ	Clariant AG	0.29	200’000	58’000
CH0506996328	AMSBIZ	AMS AG	0.12	475’000	57’000
CH0506998233	VIFAMZ	Vifor Pharma AG	0.55	100’000	55’000
CH0595204980	VAZBJB	VAT Group	0.55	100’000	55’000
CH0506996328	AMSBIZ	AMS AG	0.12	425’000	51’000
CH0587057404	COTJJB	Comet Hldg. AG	1.01	50’000	50’500
CH0506998183	CLNBDZ	Clariant AG	0.23	200’000	46’000
CH0591043580	ROSJJB	Zur Rose Group AG	0.69	60’300	41’607
CH0591043549	VACWJB	VAT Group	0.83	50’000	41’500

3) Foreign Shares

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0553481430	WTSFMV	Tesla Inc.	0.38	150’000	57’000
CH0553393023	WBAANV	Alibaba Group Hldg.	0.28	200’000	56’000
CH0507007281	AAPBFZ	Apple Inc.	0.07	350’000	24’500
CH0567407033	WRIAOV	Rio Tinto Plc.	0.98	25’000	24’500
CH0553393023	WBAANV	Alibaba Group Hldg.	0.28	75’000	21’000
CH0553466746	WTSEOV	Tesla Inc.	1.28	13’900	17’792
CH0596365434	LHVAEU	Deutsche Lufthansa AG	0.34	50’000	17’000

4) Large Cap Switzerland

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0556412267	LOZFJB	Lonza Group N	0.42	485’000	203’700
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.89	150’000	133’500
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.89	150’000	133’500
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.88	150’000	132’000
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.88	150’000	132’000
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.88	150’000	132’000
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.88	150’000	132’000
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.87	150’000	130’500
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.87	150’000	130’500
CH0547545357	LONMJB	Lonza Group N	0.83	150’000	124’500
CH0547545357	LONMJB	Lonza Group N	0.81	150’000	121’500
CH0556411590	LHNLJB	LafargeHolcim Ltd.	0.77	150’000	115’500
CH0447805356	ROGCFZ	Roche AG	0.2	395’000	79’000
CH0556418298	NESFJB	Nestlé S.A.	0.1	750’000	75’000
CH0447805331	ROGCDZ	Roche AG	0.33	225’000	74’250
CH0591042400	SLHRJB	Swiss Life Hldg. N	0.47	150’000	70’500
CH0589941787	ABBWLU	ABB N	0.349	200’000	69’800
CH0428871187	ABBULU	ABB N	1.328	50’000	66’400
CH0532208904	WCSBGV	Credit Suisse Group AG	0.66	100’000	66’000
CH0532208904	WCSBGV	Credit Suisse Group AG	0.65	100’000	65’000
CH0532208904	WCSBGV	Credit Suisse Group AG	0.64	100’000	64’000
CH0447805331	ROGCDZ	Roche AG	0.32	200’000	64’000
CH0447805331	ROGCDZ	Roche AG	0.31	200’000	62’000
CH0447805331	ROGCDZ	Roche AG	0.31	200’000	62’000
CH0447805331	ROGCDZ	Roche AG	0.31	200’000	62’000
CH0507001979	NESBQZ	Nestlé S.A.	0.17	325’000	55’250
CH0512546182	ZURNAU	Zurich Insurance Group AG	0.26	200’000	52’000
CH0556419924	SIKLJB	Sika AG	0.49	100’000	49’000
CH0536616086	WCSB3V	Credit Suisse Group AG	0.35	138’000	48’300
CH0556412267	LOZFJB	Lonza Group N	0.42	115’000	48’300
CH0404018589	ZUAUAU	Zurich Insurance Group AG	0.44	100’000	44’000

5) Index Warrants

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0581527089	WDAMVV	DAX Index	1.25	100’000	125’000
CH0594927151	WSPAYV	S&P 500 Index	3.1	32’000	99’200
CH0594927151	WSPAYV	S&P 500 Index	2.98	32’000	95’360
CH0594853126	WSMGPV	SMI	0.3	300’000	90’000
CH0510644435	WSMERV	SMI	0.175	300’000	52’500
CH0567350993	WDADDV	DAX Index	0.47	100’000	47’000
CH0547547155	SMIBJB	SMI	1.83	25’000	45’750
CH0594853126	WSMGPV	SMI	0.3	150’000	45’000
CH0567351538	WNAD2V	Nasdaq 100 Index	0.55	80’000	44’000
CH0594853126	WSMGPV	SMI	0.28	150’000	42’000
CH1104940957	DAX41U	DAX Index	0.4	100’000	40’000

6) Market Share and Turnover Total Value

Questions or feedback?

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