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How far the price travels inside a day: seven ETFs, July 2026 sessions

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 2026-08-02, from Mutual Funds vs ETFs: What Actually Differs.

as of ranking 7×4read in context →
How far the price travels inside a day: seven ETFs, July 2026 sessions — 7 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickersessionsavg_range_pctwidest_range_pct
QQQ222.253.92
XLU221.712.42
IWM221.622.53
VNQ221.382.55
AMLP221.352.11
SPY221.132.39
VOO221.122.25
Rows × columns
7 × 4
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 How far the price travels inside a day: seven ETFs, July 2026 sessions, derived from the stored result.
ColumnTypeRangeNotes
ticker text 7 distinct values (AMLP, IWM, QQQ…)
sessions number every row is 22
avg_range_pct number 1.12 to 2.25 percent
widest_range_pct number 2.11 to 3.92 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 
WITH daily AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           max(high) AS day_high,
           min(low) AS day_low,
           argMax(close, window_start) AS day_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'VOO', 'QQQ', 'IWM', 'VNQ', 'XLU', 'AMLP')
      AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-01')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-31')
    GROUP BY ticker, session_date
)
SELECT ticker,
       count() AS sessions,
       round(avg(100 * toFloat64(day_high - day_low) / toFloat64(day_close)), 2) AS avg_range_pct,
       round(max(100 * toFloat64(day_high - day_low) / toFloat64(day_close)), 2) AS widest_range_pct
FROM daily
GROUP BY ticker
ORDER BY avg_range_pct DESC

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