liquidity_gap
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 2026-10-02, from thematic-etfs-vs-sector-etfs.
| ticker | median_turnover_musd |
|---|---|
| QQQ | 26563.1 |
| XLK | 1694.6 |
| AIQ | 91.5 |
| BOTZ | 28.4 |
| ROBO | 11.7 |
- Rows × columns
- 5 × 2
- 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 | 5 distinct values (AIQ, BOTZ, QQQ…) | |
median_turnover_musd |
number | 11.7 to 26,563.1 |
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(quantileDeterministic(0.5)(toFloat64(volume) * toFloat64(vwap) / 1e6, toUInt32(date)), 1) AS median_turnover_musd
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AIQ', 'BOTZ', 'ROBO', 'XLK', 'QQQ')
AND date >= today() - 200
GROUP BY ticker
HAVING count() > 50
ORDER BY median_turnover_musd DESC
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