How AAPL prints break down by trade size, June 10 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 2026-08-12, from How to Estimate Queue Position From L2 Data.
| trade_size_group | share_of_prints_pct | share_of_shares_pct |
|---|---|---|
| under 100 shares | 90 | 42.5 |
| exactly 100 shares | 3.7 | 8.4 |
| 101 to 499 shares | 5.8 | 24.1 |
| 500 to 999 shares | 0.4 | 5 |
| 1000 shares or more | 0.2 | 19.9 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
trade_size_group |
text | 5 distinct values | |
share_of_prints_pct |
number | 0.2 to 90 | percent |
share_of_shares_pct |
number | 5 to 42.5 | 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.
the exact SQL behind every number
SELECT
multiIf(size < 100, 'under 100 shares',
size = 100, 'exactly 100 shares',
size <= 499, '101 to 499 shares',
size <= 999, '500 to 999 shares',
'1000 shares or more') AS trade_size_group,
round(100 * count() / sum(count()) OVER (), 1) AS share_of_prints_pct,
round(100 * sum(size) / sum(sum(size)) OVER (), 1) AS share_of_shares_pct
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-06-10 14:00:00'
AND sip_timestamp < '2026-06-10 20:00:00'
GROUP BY trade_size_group
ORDER BY min(size)
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