{"slug":"what-is-a-good-relative-volume","qid":"ticker_percentiles","label":"ticker_percentiles","post_title":"what-is-a-good-relative-volume","post_url":"/blog/lang/pcm/what-is-a-good-relative-volume#q-ticker_percentiles","columns":["ticker","median_rvol","p90_rvol","p99_rvol"],"rows":[{"ticker":"MSFT","median_rvol":0.92,"p90_rvol":1.47,"p99_rvol":3.1},{"ticker":"XOM","median_rvol":0.94,"p90_rvol":1.34,"p99_rvol":2.61},{"ticker":"KO","median_rvol":0.91,"p90_rvol":1.35,"p99_rvol":2.43},{"ticker":"AAPL","median_rvol":0.92,"p90_rvol":1.41,"p99_rvol":2.42},{"ticker":"JNJ","median_rvol":0.93,"p90_rvol":1.39,"p99_rvol":2.3},{"ticker":"SPY","median_rvol":0.95,"p90_rvol":1.35,"p99_rvol":1.93},{"ticker":"NVDA","median_rvol":0.93,"p90_rvol":1.27,"p99_rvol":1.82},{"ticker":"PG","median_rvol":0.95,"p90_rvol":1.34,"p99_rvol":1.81}],"shape":"ranking","sql":"WITH\ndedup AS\n(\n    SELECT\n        ticker,\n        date,\n        toFloat64(max(volume)) AS vol\n    FROM global_markets.stocks_daily_aggs\n    WHERE date >= today() - 400\n      AND ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'XOM', 'JNJ', 'PG')\n    GROUP BY ticker, date\n),\nrv AS\n(\n    SELECT\n        ticker,\n        date,\n        vol / avg(vol) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS rvol\n    FROM dedup\n)\nSELECT\n    ticker,\n    round(quantileDeterministic(0.5)(rvol, toUInt64(date)), 2)  AS median_rvol,\n    round(quantileDeterministic(0.9)(rvol, toUInt64(date)), 2)  AS p90_rvol,\n    round(quantileDeterministic(0.99)(rvol, toUInt64(date)), 2) AS p99_rvol\nFROM rv\nWHERE date >= today() - 370\n  AND isFinite(rvol)\nGROUP BY ticker\nORDER BY p99_rvol DESC","computed_at":"2026-10-04T15:33:49.236436+00:00","elapsed":0.364565857}