{"slug":"buy-side-vs-sell-side-liquidity","qid":"cross_ticker","label":"cross_ticker","post_title":"buy-side-vs-sell-side-liquidity","post_url":"/blog/lang/ar/buy-side-vs-sell-side-liquidity#q-cross_ticker","columns":["ticker","cleared_prior_high","closed_back_below","rejection_rate_pct"],"rows":[{"ticker":"KO","cleared_prior_high":428,"closed_back_below":197,"rejection_rate_pct":46},{"ticker":"AAPL","cleared_prior_high":591,"closed_back_below":262,"rejection_rate_pct":44.3},{"ticker":"MSFT","cleared_prior_high":538,"closed_back_below":232,"rejection_rate_pct":43.1},{"ticker":"NVDA","cleared_prior_high":561,"closed_back_below":231,"rejection_rate_pct":41.2},{"ticker":"SPY","cleared_prior_high":682,"closed_back_below":272,"rejection_rate_pct":39.9},{"ticker":"QQQ","cleared_prior_high":685,"closed_back_below":265,"rejection_rate_pct":38.7}],"shape":"ranking","sql":"WITH bars AS\n(\n    SELECT\n        ticker,\n        date,\n        max(toFloat64(high))  AS day_high,\n        max(toFloat64(close)) AS day_close\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')\n      AND ticker NOT IN ('SPCX')\n      AND date >= '2015-01-01'\n      AND date <  '2026-10-01'\n    GROUP BY ticker, date\n),\nflagged AS\n(\n    SELECT\n        ticker,\n        day_high,\n        day_close,\n        max(day_high) OVER (PARTITION BY ticker ORDER BY date ASC ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS prior_high\n    FROM bars\n)\nSELECT\n    ticker,\n    countIf(day_high > prior_high)                           AS cleared_prior_high,\n    countIf(day_high > prior_high AND day_close < prior_high) AS closed_back_below,\n    round(100 * countIf(day_high > prior_high AND day_close < prior_high)\n              / countIf(day_high > prior_high), 1)            AS rejection_rate_pct\nFROM flagged\nWHERE prior_high > 0\nGROUP BY ticker\nORDER BY rejection_rate_pct DESC","computed_at":"2026-10-01T15:29:47.917921+00:00","elapsed":0.006466637}