Quarterly third Friday volume against the trailing 20 session average

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 daily AS
(
    SELECT
        date,
        max(toFloat64(volume)) AS vol
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'EWG'
      AND date >= '2023-01-01'
      AND date <  '2026-09-19'
    GROUP BY date
),
with_avg AS
(
    SELECT
        date,
        vol,
        avg(vol) OVER (ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS trailing_avg
    FROM daily
)
SELECT
    toString(date)                       AS expiry_date,
    round(vol / 1e6, 2)                  AS expiry_volume_millions,
    round(trailing_avg / 1e6, 2)         AS trailing_20d_volume_millions,
    round(vol / trailing_avg, 2)         AS expiry_ratio,
    formatDateTime(date, '%b %e, %Y')    AS expiry_label
FROM with_avg
WHERE toMonth(date) IN (3, 6, 9, 12)
  AND toDayOfWeek(date) = 5
  AND toDayOfMonth(date) BETWEEN 15 AND 21
ORDER BY date