KO: closing auction share of the day, August and September 2026
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-03, from How Much Volume Trades at the Close.
| session | auction_pct | day_volume_millions |
|---|---|---|
| 2026-08-03 | 26.86 | 23.2 |
| 2026-08-04 | 19.47 | 17.1 |
| 2026-08-05 | 19.47 | 15.9 |
| 2026-08-06 | 24.79 | 13.6 |
| 2026-08-07 | 28.24 | 11.2 |
| 2026-08-10 | 21.09 | 13.7 |
| 2026-08-11 | 36.15 | 16 |
| 2026-08-12 | 17.72 | 12.7 |
| 2026-08-13 | 24.45 | 10.1 |
| 2026-08-14 | 21.44 | 9.2 |
| 2026-08-17 | 15.92 | 12.1 |
| 2026-08-18 | 20.66 | 12.5 |
| 2026-08-19 | 13.56 | 16 |
| 2026-08-20 | 17.63 | 14.9 |
| 2026-08-21 | 17.84 | 15.6 |
| 2026-08-24 | 16.61 | 14.8 |
| 2026-08-25 | 16.97 | 11.9 |
| 2026-08-26 | 17.32 | 17.1 |
| 2026-08-27 | 26.28 | 13.5 |
| 2026-08-28 | 15.91 | 9.9 |
| 2026-08-31 | 39.49 | 23.8 |
| 2026-09-01 | 24.33 | 14.8 |
| 2026-09-02 | 30.1 | 18.5 |
| 2026-09-03 | 22.85 | 13.8 |
| 2026-09-04 | 16.14 | 17.3 |
| 2026-09-08 | 12.97 | 19.4 |
| 2026-09-09 | 18.47 | 12.3 |
| 2026-09-10 | 21.08 | 12 |
| 2026-09-11 | 20.33 | 10 |
| 2026-09-14 | 12.35 | 14.1 |
| 2026-09-15 | 18.2 | 13.2 |
| 2026-09-16 | 44.47 | 17.1 |
| 2026-09-17 | 40.82 | 16.6 |
| 2026-09-18 | 41.05 | 28 |
| 2026-09-21 | 31.58 | 18.1 |
| 2026-09-22 | 34.6 | 17.3 |
| 2026-09-23 | 21.53 | 13 |
| 2026-09-24 | 16.05 | 13.2 |
| 2026-09-25 | 16.52 | 12.2 |
| 2026-09-28 | 18.34 | 14.5 |
| 2026-09-29 | 22.16 | 13.7 |
| 2026-09-30 | 29.85 | 15.8 |
- Rows × columns
- 42 × 3
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
session |
date | 2026-08-03 to 2026-09-30 | |
auction_pct |
number | 12.35 to 44.47 | percent |
day_volume_millions |
number | 9.2 to 28 | count |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
closing_print AS
(
SELECT
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
max(size) AS auction_shares
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
AND sip_timestamp >= toDateTime('2026-08-03 00:00:00')
AND sip_timestamp < toDateTime('2026-10-01 00:00:00')
AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16
AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) = 0
GROUP BY session
),
day_volume AS
(
SELECT
date AS session,
max(volume) AS day_shares
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'KO'
AND date >= '2026-08-03'
AND date < '2026-10-01'
GROUP BY session
)
SELECT
session,
round(100 * toFloat64(auction_shares) / toFloat64(day_shares), 2) AS auction_pct,
round(toFloat64(day_shares) / 1e6, 1) AS day_volume_millions
FROM closing_print
INNER JOIN day_volume USING (session)
ORDER BY session
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