fund_liquidity
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 spy-vs-voo-vs-splg.
| ticker | avg_daily_volume_millions | avg_dollar_volume_billions | avg_trade_value_usd_thousands |
|---|---|---|---|
| SPY | 41.5 | 31.83 | 57.6 |
| VOO | 7.3 | 5.11 | 16.2 |
- Rows × columns
- 2 × 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 |
|---|---|---|---|
ticker |
text | 2 distinct values (SPY, VOO) | |
avg_daily_volume_millions |
number | 7.3 to 41.5 | count |
avg_dollar_volume_billions |
number | 5.11 to 31.83 | count |
avg_trade_value_usd_thousands |
number | 16.2 to 57.6 | US dollars |
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,
round(avg(volume) / 1e6, 1) AS avg_daily_volume_millions,
round(avg(toFloat64(vwap) * volume) / 1e9, 2) AS avg_dollar_volume_billions,
round(avg(toFloat64(vwap) * volume) / avg(transactions) / 1000, 1) AS avg_trade_value_usd_thousands
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'VOO', 'SPLG')
AND date >= '2026-08-03'
AND date < '2026-09-19'
GROUP BY ticker
ORDER BY avg_dollar_volume_billions DESC
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