Average shares per trade, ten household names
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 NYSE Parity and D-Quotes: How Fills Allocate.
| ticker | listing_venue | avg_shares_per_trade |
|---|---|---|
| INTC | Nasdaq listed | 117 |
| CSCO | Nasdaq listed | 98 |
| WMT | Nasdaq listed | 93 |
| XOM | NYSE listed | 88 |
| PEP | Nasdaq listed | 70 |
| KO | NYSE listed | 64 |
| AAPL | Nasdaq listed | 58 |
| JPM | NYSE listed | 54 |
| JNJ | NYSE listed | 53 |
| MSFT | Nasdaq listed | 50 |
- Rows × columns
- 10 × 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 |
|---|---|---|---|
ticker |
text | 10 distinct values (AAPL, CSCO, INTC…) | |
listing_venue |
text | 2 distinct values (NYSE listed, Nasdaq listed) | |
avg_shares_per_trade |
number | 50 to 117 | count |
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
ticker,
multiIf(ticker IN ('KO', 'JPM', 'XOM', 'JNJ'), 'NYSE listed', 'Nasdaq listed') AS listing_venue,
round(toFloat64(sum(volume)) / sum(transactions), 0) AS avg_shares_per_trade
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('KO', 'JPM', 'XOM', 'JNJ', 'WMT', 'AAPL', 'MSFT', 'INTC', 'CSCO', 'PEP')
AND date >= today() - 120
AND date < today() - 4
GROUP BY ticker
HAVING sum(transactions) > 0
ORDER BY avg_shares_per_trade DESC
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