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A year of tape on five large exchange-listed foreign issuer receipts

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 2026-08-22, from How ADRs Work: Ratios, Fees and Dividends.

as of ranking 5×2read in context →
A year of tape on five large exchange-listed foreign issuer receipts — 5 rows by 2 columns, computed from US exchange, SIP and OPRA data.
tickeravg_daily_usd_millions
TSM4620.82
ASML2328.9
NVO821.82
SAP516.69
UL227.36
Rows × columns
5 × 2
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 A year of tape on five large exchange-listed foreign issuer receipts, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (ASML, NVO, SAP…)
avg_daily_usd_millions number 227.36 to 4,620.82 US dollars

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.

the exact SQL behind every number 
SELECT
    ticker,
    round(avg(toFloat64(close) * volume) / 1e6, 2) AS avg_daily_usd_millions
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('TSM', 'ASML', 'SAP', 'NVO', 'UL')
  AND date >= today() - 365
  AND date <  today()
GROUP BY ticker
ORDER BY avg_daily_usd_millions DESC

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