Daily high-low range and dollar volume by shares-outstanding tier: US common stocks, regular-hours sessions, June 11 to July 10, 2026

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.

WITH latest AS (
    SELECT tk AS ticker,
           argMax(basic_shares_outstanding, (filing_date, period_end)) AS shares
    FROM global_markets.stocks_income_statements
    ARRAY JOIN tickers AS tk
    WHERE timeframe = 'quarterly'
      AND filing_date >= '2025-10-01'
      AND filing_date <= '2026-07-10'
      AND basic_shares_outstanding > 0
    GROUP BY tk
),
daily AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS session,
           toFloat64(max(high)) AS hi,
           toFloat64(min(low)) AS lo,
           toFloat64(argMax(close, window_start)) AS last_price,
           sum(toFloat64(volume) * toFloat64(close)) AS dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-06-11 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-11 00:00:00', 'America/New_York')
      AND toHour(toTimeZone(window_start, 'America/New_York')) >= 9
      AND toHour(toTimeZone(window_start, 'America/New_York')) < 16
      AND NOT (toHour(toTimeZone(window_start, 'America/New_York')) = 9
               AND toMinute(toTimeZone(window_start, 'America/New_York')) < 30)
    GROUP BY ticker, session
    HAVING lo > 0 AND last_price >= 1
)
SELECT multiIf(l.shares < 20e6, 'under 20M shares',
               l.shares < 50e6, '20-50M shares',
               l.shares < 200e6, '50-200M shares',
               l.shares < 1000e6, '200M-1B shares',
               'over 1B shares') AS share_count_tier,
       uniqExact(d.ticker) AS companies,
       round(quantileDeterministic(0.5)(100 * (hi - lo) / lo, cityHash64(d.ticker, d.session)), 2) AS median_daily_range_pct,
       round(quantileDeterministic(0.9)(100 * (hi - lo) / lo, cityHash64(d.ticker, d.session)), 2) AS p90_daily_range_pct,
       round(quantileDeterministic(0.5)(dollar_volume, cityHash64(d.ticker, d.session)) / 1e6, 2) AS median_daily_dollar_volume_m
FROM daily AS d
INNER JOIN latest AS l ON d.ticker = l.ticker
GROUP BY share_count_tier
ORDER BY min(l.shares)