STRASMORE/EXPLORE 3,094 QUERIES

weekday_volume

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 2026-10-05, from does-the-us-market-close-for-israeli-holidays.

as of series 5×3read in context →
weekday_volume — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
israeli_weekdaysessionsavg_volume_millions
יום שני4961.7
יום שלישי5365.9
יום רביעי5364.9
יום חמישי5069.8
יום שישי5073.3
Rows × columns
5 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for weekday_volume, derived from the stored result.
ColumnTypeRangeNotes
israeli_weekday text 5 distinct values (יום חמישי, יום רביעי, יום שישי…)
sessions number 49 to 53
avg_volume_millions number 61.7 to 73.3 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.

SELECT
    arrayElement(['יום שני', 'יום שלישי', 'יום רביעי', 'יום חמישי', 'יום שישי'],
                 toDayOfWeek(date))              AS israeli_weekday,
    count()                                      AS sessions,
    round(avg(toFloat64(volume)) / 1e6, 1)       AS avg_volume_millions
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= today() - 371
  AND date <= today() - 3
  AND toDayOfWeek(date) BETWEEN 1 AND 5
GROUP BY toDayOfWeek(date)
ORDER BY toDayOfWeek(date)
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