Short volume ratio by liquidity bucket, same session
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 2026-09-27, from FINRA Short Volume Ratio by Ticker.
| volume_bucket | names_in_bucket | median_short_volume_ratio_pct | highest_ratio_pct |
|---|---|---|---|
| 1. under 100k shares | 9799 | 45.49 | 100 |
| 2. 100k to 1M | 4108 | 51.41 | 100 |
| 3. 1M to 10M | 1282 | 50.08 | 100 |
| 4. above 10M | 143 | 48.43 | 99.31 |
- Rows × columns
- 4 × 4
- 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 |
|---|---|---|---|
volume_bucket |
text | 4 distinct values | |
names_in_bucket |
number | 143 to 9,799 | |
median_short_volume_ratio_pct |
number | 45.49 to 51.41 | percent |
highest_ratio_pct |
number | 99.31 to 100 | percent |
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
volume_bucket,
count() AS names_in_bucket,
round(quantileDeterministic(0.5)(ratio_pct, cityHash64(ticker)), 2) AS median_short_volume_ratio_pct,
round(max(ratio_pct), 2) AS highest_ratio_pct
FROM
(
SELECT
ticker,
multiIf(reported_vol < 100000, '1. under 100k shares',
reported_vol < 1000000, '2. 100k to 1M',
reported_vol < 10000000, '3. 1M to 10M',
'4. above 10M') AS volume_bucket,
100 * toFloat64(short_vol) / toFloat64(reported_vol) AS ratio_pct
FROM
(
SELECT
ticker,
max(short_volume) AS short_vol,
max(total_volume) AS reported_vol
FROM global_markets.stocks_short_volume
WHERE date = '2026-09-15'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
HAVING reported_vol > 0
)
)
GROUP BY volume_bucket
ORDER BY volume_bucket
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