Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 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 2026-07-31, from Multi-Agent AI Trading Systems: What Is Real.
| liquidity_tier | tickers | dollar_volume_bn | pct_of_dollar_volume |
|---|---|---|---|
| top 10 names | 10 | 205.04 | 22.5 |
| ranks 11 to 50 | 40 | 186.44 | 20.5 |
| ranks 51 to 200 | 150 | 182.83 | 20.1 |
| ranks 201 to 1000 | 800 | 218.57 | 24 |
| ranks beyond 1000 | 10966 | 117.83 | 12.9 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
liquidity_tier |
text | 5 distinct values | |
tickers |
number | 10 to 10,966 | |
dollar_volume_bn |
number | 117.83 to 218.57 | count |
pct_of_dollar_volume |
number | 12.9 to 24 | 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.
WITH tv AS (
SELECT ticker,
sum(toFloat64(close) * toFloat64(volume)) AS dollar_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-06-30')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY ticker
HAVING sum(toFloat64(close) * toFloat64(volume)) > 0
),
ranked AS (
SELECT ticker, dollar_volume,
row_number() OVER (ORDER BY dollar_volume DESC) AS rk
FROM tv
)
SELECT multiIf(rk <= 10, 'top 10 names',
rk <= 50, 'ranks 11 to 50',
rk <= 200, 'ranks 51 to 200',
rk <= 1000, 'ranks 201 to 1000',
'ranks beyond 1000') AS liquidity_tier,
count() AS tickers,
round(sum(dollar_volume) / 1e9, 2) AS dollar_volume_bn,
round(100 * sum(dollar_volume) / (SELECT sum(dollar_volume) FROM tv), 1) AS pct_of_dollar_volume
FROM ranked
GROUP BY liquidity_tier
ORDER BY min(rk)
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