{"slug":"closing-auction-share-of-daily-volume","qid":"auction_share_by_day","label":"auction_share_by_day","post_title":"closing-auction-share-of-daily-volume","post_url":"/blog/closing-auction-share-of-daily-volume#q-auction_share_by_day","columns":["label","nyse_listed_pct","nasdaq_listed_pct"],"rows":[{"label":"quiet Tuesday, Aug 11","nyse_listed_pct":19.17,"nasdaq_listed_pct":17.39},{"label":"monthly opex Friday, Aug 21","nyse_listed_pct":10.35,"nasdaq_listed_pct":12.62},{"label":"quarterly rebalance Friday, Sep 18","nyse_listed_pct":26.6,"nasdaq_listed_pct":35.5},{"label":"ordinary Wednesday, Sep 23","nyse_listed_pct":14.52,"nasdaq_listed_pct":21.6}],"shape":"ranking","sql":"WITH\n    auction AS\n    (\n        SELECT\n            toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,\n            ticker,\n            max(size)                                             AS auction_shares\n        FROM global_markets.stocks_trades\n        WHERE ticker IN ('KO', 'JNJ', 'XOM', 'WMT', 'AAPL', 'MSFT', 'COST', 'CSCO')\n          AND toDate(sip_timestamp) IN ('2026-08-11', '2026-08-21', '2026-09-18', '2026-09-23')\n          AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16\n          AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) = 0\n        GROUP BY session, ticker\n    ),\n    day_volume AS\n    (\n        SELECT\n            date        AS session,\n            ticker,\n            max(volume) AS day_shares\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker IN ('KO', 'JNJ', 'XOM', 'WMT', 'AAPL', 'MSFT', 'COST', 'CSCO')\n          AND date IN ('2026-08-11', '2026-08-21', '2026-09-18', '2026-09-23')\n        GROUP BY session, ticker\n    )\nSELECT\n    multiIf(\n        session = '2026-08-11', 'quiet Tuesday, Aug 11',\n        session = '2026-08-21', 'monthly opex Friday, Aug 21',\n        session = '2026-09-18', 'quarterly rebalance Friday, Sep 18',\n                                'ordinary Wednesday, Sep 23')                 AS label,\n    round(100 * sumIf(toFloat64(auction_shares), ticker IN ('KO', 'JNJ', 'XOM', 'WMT'))\n              / sumIf(toFloat64(day_shares),     ticker IN ('KO', 'JNJ', 'XOM', 'WMT')), 2)             AS nyse_listed_pct,\n    round(100 * sumIf(toFloat64(auction_shares), ticker IN ('AAPL', 'MSFT', 'COST', 'CSCO'))\n              / sumIf(toFloat64(day_shares),     ticker IN ('AAPL', 'MSFT', 'COST', 'CSCO')), 2)        AS nasdaq_listed_pct\nFROM auction\nINNER JOIN day_volume USING (session, ticker)\nGROUP BY session\nORDER BY session","computed_at":"2026-10-03T15:08:42.021853+00:00","elapsed":0.004426284}