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Weekly share turnover across US companies, four-week average

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 2026-08-22, from Rule 144 and Selling Restricted Stock.

as of ranking 5×2read in context →
Weekly share turnover across US companies, four-week average — 5 rows by 2 columns, computed from US exchange, SIP and OPRA data.
turnover_bucketcompanies
under 1%1010
1% to 2%281
2% to 4%881
4% to 8%1322
8% or more1247
Rows × columns
5 × 2
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 Weekly share turnover across US companies, four-week average, derived from the stored result.
ColumnTypeRangeNotes
turnover_bucket text 5 distinct values (1% to 2%, 2% to 4%, 4% to 8%…)
companies number 281 to 1,322

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(
        weekly_turnover_pct < 1, 'under 1%',
        weekly_turnover_pct < 2, '1% to 2%',
        weekly_turnover_pct < 4, '2% to 4%',
        weekly_turnover_pct < 8, '4% to 8%',
                                 '8% or more') AS turnover_bucket,
    count()                                    AS companies
FROM
(
    SELECT 100 * (v.weekly_volume / s.shares_out) AS weekly_turnover_pct
    FROM
    (
        SELECT
            ticker,
            toFloat64(sum(volume)) / 4 AS weekly_volume
        FROM global_markets.stocks_daily_aggs
        WHERE date >= today() - 32
          AND date <  today() - 4
          AND ticker NOT IN ('SPCX')
        GROUP BY ticker
        HAVING weekly_volume > 0
    ) AS v
    INNER JOIN
    (
        SELECT
            arrayJoin(tickers)                                                     AS ticker,
            toFloat64(argMax(basic_shares_outstanding, (filing_date, period_end))) AS shares_out,
            max(period_end)                                                        AS latest_period
        FROM global_markets.stocks_income_statements
        GROUP BY ticker
        HAVING shares_out > 1000000
           AND latest_period >= today() - 400
    ) AS s ON s.ticker = v.ticker
)
GROUP BY turnover_bucket
ORDER BY min(weekly_turnover_pct)

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