rebalance_volume
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 2026-09-26, from rsp-vs-spy-equal-weight-sp-500.
| quarter | peak_session | peak_weekday | peak_volume_m | median_volume_m | peak_vs_median |
|---|---|---|---|---|---|
| 2024 Q1 | Feb 14, 2024 | Wed | 11.29 | 6.06 | 1.9 |
| 2024 Q2 | Apr 8, 2024 | Mon | 22.5 | 5.34 | 4.2 |
| 2024 Q3 | Aug 5, 2024 | Mon | 13.75 | 5.8 | 2.4 |
| 2024 Q4 | Nov 6, 2024 | Wed | 12.97 | 5.38 | 2.4 |
| 2025 Q1 | Feb 3, 2025 | Mon | 23.42 | 7.7 | 3 |
| 2025 Q2 | Apr 9, 2025 | Wed | 37.77 | 9.1 | 4.2 |
| 2025 Q3 | Jul 31, 2025 | Thu | 21.53 | 11.83 | 1.8 |
| 2025 Q4 | Nov 21, 2025 | Fri | 57.47 | 14.81 | 3.9 |
| 2026 Q1 | Feb 12, 2026 | Thu | 38.64 | 18.1 | 2.1 |
| 2026 Q2 | May 20, 2026 | Wed | 18.99 | 9.67 | 2 |
| 2026 Q3 | Jul 8, 2026 | Wed | 13.65 | 6.44 | 2.1 |
- Rows × columns
- 11 × 6
- 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 |
|---|---|---|---|
quarter |
text | 11 distinct values (2024 Q1, 2024 Q2, 2024 Q3…) | |
peak_session |
text | 11 distinct values (Apr 8, 2024, Apr 9, 2025, Aug 5, 2024…) | |
peak_weekday |
text | 4 distinct values (Fri, Mon, Thu…) | |
peak_volume_m |
number | 11.29 to 57.47 | count |
median_volume_m |
number | 5.34 to 18.1 | count |
peak_vs_median |
number | 1.8 to 4.2 |
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
concat(toString(toYear(date)), ' Q', toString(toQuarter(date))) AS quarter,
formatDateTime(argMax(date, volume), '%b %e, %Y') AS peak_session,
formatDateTime(argMax(date, volume), '%a') AS peak_weekday,
round(toFloat64(max(volume)) / 1e6, 2) AS peak_volume_m,
round(quantileDeterministic(0.5)(toFloat64(volume), toUInt64(toYYYYMMDD(date))) / 1e6, 2) AS median_volume_m,
round(toFloat64(max(volume)) / quantileDeterministic(0.5)(toFloat64(volume), toUInt64(toYYYYMMDD(date))), 1) AS peak_vs_median
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'RSP'
AND date >= toDate('2024-01-01')
AND date < today()
GROUP BY quarter
ORDER BY min(date)
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