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 28.04.2021 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 |
| CH1107972585 | AMSKJB | AMS AG | 0.55 | 150’000 | 82’500 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.6 | 100’000 | 60’000 |
| CH1106764868 | SWOQJB | SoftwareONE Hldg. | 0.3 | 200’000 | 60’000 |
| CH0547552445 | ROXLJB | Zur Rose Group AG | 0.6 | 100’000 | 60’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.59 | 100’000 | 59’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.59 | 100’000 | 59’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.58 | 100’000 | 58’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.57 | 100’000 | 57’000 |
| CH0506998480 | TEMARZ | Temenos AG | 0.57 | 100’000 | 57’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.57 | 100’000 | 57’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.57 | 100’000 | 57’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.54 | 100’000 | 54’000 |
| CH0534142341 | YPSGJB | Ypsomed Hldg. AG | 0.54 | 100’000 | 54’000 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.54 | 100’000 | 54’000 |
| CH0506998159 | CLNBAZ | Clariant AG | 0.3 | 175’000 | 52’500 |
| CH0506998159 | CLNBAZ | Clariant AG | 0.3 | 175’000 | 52’500 |
| CH0507006671 | BARAOZ | Barry Callebaut AG | 0.21 | 250’000 | 52’500 |
| CH0507006671 | BARAOZ | Barry Callebaut AG | 0.21 | 250’000 | 52’500 |
| CH0556412200 | ROZCJB | Zur Rose Group AG | 0.26 | 200’000 | 52’000 |
| CH0547552445 | ROXLJB | Zur Rose Group AG | 0.66 | 75’000 | 49’500 |
| CH0506998159 | CLNBAZ | Clariant AG | 0.3 | 150’000 | 45’000 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0532885438 | MUZEJB | Münchener Rückversicherung AG | 0.92 | 100’000 | 92’000 |
| CH0594948355 | WNFALV | Netflix Inc. | 0.185 | 300’000 | 55’500 |
| CH0547552577 | SANLJB | Sanofi S.A. | 0.08 | 500’000 | 40’000 |
| CH0547552577 | SANLJB | Sanofi S.A. | 0.08 | 500’000 | 40’000 |
| CH0563133203 | AM5ZCU | Amazon.com Inc. | 0.26 | 100’000 | 26’000 |
| CH0547546199 | FBJKJB | Facebook Inc. | 0.26 | 100’000 | 26’000 |
| CH0553393023 | WBAANV | Alibaba Group Hldg. | 0.25 | 100’000 | 25’000 |
| CH0585806927 | DBSK6U | Deutsche Bank AG | 0.309 | 80’000 | 24’720 |
| CH0575021982 | TEVEJB | Teva Pharmaceutical Industries Ltd. | 0.08 | 300’000 | 24’000 |
| CH0556413323 | SANNJB | Sanofi S.A. | 0.21 | 100’000 | 21’000 |
| CH0566994890 | TESWCU | Tesla Inc. | 0.502 | 30’000 | 15’060 |
| CH0547552288 | ABYKJB | Anheuser-Busch InBev N.V. | 0.3 | 50’000 | 15’000 |
| CH0567381444 | WSAABV | SAP SE | 1.3 | 10’000 | 13’000 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0590004328 | UBPS4U | UBS Group AG | 0.84 | 200’000 | 168’000 |
| CH0590004328 | UBPS4U | UBS Group AG | 0.84 | 200’000 | 168’000 |
| CH0587057107 | CSGAJB | Credit Suisse Group AG | 0.25 | 500’000 | 125’000 |
| CH0587057107 | CSGAJB | Credit Suisse Group AG | 0.24 | 500’000 | 120’000 |
| CH0587057107 | CSGAJB | Credit Suisse Group AG | 0.23 | 500’000 | 115’000 |
| CH0587056695 | SIKAJB | Sika AG | 0.52 | 200’000 | 104’000 |
| CH0591045619 | SIKJJB | Sika AG | 0.49 | 200’000 | 98’000 |
| CH0579462000 | UBRS6U | UBS Group AG | 0.49 | 200’000 | 98’000 |
| CH0590004328 | UBPS4U | UBS Group AG | 0.84 | 100’000 | 84’000 |
| CH0512539104 | WUBS3U | UBS Group AG | 0.41 | 200’000 | 82’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.81 | 100’000 | 81’000 |
| CH0598428875 | ABEWAU | ABB N | 0.319 | 200’000 | 63’800 |
| CH0506998019 | UBSANZ | UBS Group AG | 0.1 | 625’000 | 62’500 |
| CH0521599669 | UBSIJB | UBS Group AG | 0.3 | 200’000 | 60’000 |
| CH0506991592 | LONBFZ | Lonza Group N | 0.59 | 100’000 | 59’000 |
| CH0506991592 | LONBFZ | Lonza Group N | 0.57 | 100’000 | 57’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.21 | 270’000 | 56’700 |
| CH0587057040 | SREBJB | Swiss RE AG | 0.56 | 100’000 | 56’000 |
| CH0447805356 | ROGCFZ | Roche AG | 0.1 | 550’000 | 55’000 |
| CH0521599669 | UBSIJB | UBS Group AG | 0.27 | 200’000 | 54’000 |
| CH0514650289 | UBSCJB | UBS Group AG | 0.5 | 100’000 | 50’000 |
| CH0567330557 | WROABV | Roche AG | 0.165 | 300’000 | 49’500 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0594902683 | WDAKVV | DAX Index | 1.07 | 246’500 | 263’755 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.78 | 60’000 | 166’800 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.79 | 50’000 | 139’500 |
| CH0594858711 | WSMGYV | SMI | 0.3 | 400’000 | 120’000 |
| CH0594902683 | WDAKVV | DAX Index | 1.07 | 60’000 | 64’200 |
| CH0510644484 | WSMEWV | SMI | 0.28 | 225’000 | 63’000 |
| CH0594858711 | WSMGYV | SMI | 0.26 | 200’000 | 52’000 |
| CH0510644484 | WSMEWV | SMI | 0.26 | 180’000 | 46’800 |
| CH0568242066 | STMIBU | SMI | 1.79 | 20’000 | 35’800 |
| CH0510644484 | WSMEWV | SMI | 0.25 | 100’000 | 25’000 |
| CH0581476329 | WSMDEV | SMI | 1.01 | 20’000 | 20’200 |
6) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 