monthly_volume
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 2026-11-01, from what-is-an-etf-for-israeli-investors.
| month | month_label | avg_daily_volume_millions | avg_daily_turnover_billions_usd |
|---|---|---|---|
| 2025-11 | 11/2025 | 87.6 | 58.7 |
| 2025-12 | 12/2025 | 75.3 | 51.4 |
| 2026-01 | 01/2026 | 80 | 55.2 |
| 2026-02 | 02/2026 | 85 | 58.4 |
| 2026-03 | 03/2026 | 101.8 | 67.4 |
| 2026-04 | 04/2026 | 57 | 39.4 |
| 2026-05 | 05/2026 | 47.3 | 34.9 |
| 2026-06 | 06/2026 | 62.6 | 46.5 |
| 2026-07 | 07/2026 | 48.4 | 36.1 |
| 2026-08 | 08/2026 | 39.7 | 30.5 |
| 2026-09 | 09/2026 | 44.8 | 34.3 |
| 2026-10 | 10/2026 | 39.9 | 30.7 |
- Rows × columns
- 12 × 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 |
|---|---|---|---|
month |
text | 12 distinct values (2025-11, 2025-12, 2026-01…) | |
month_label |
text | 12 distinct values (01/2026, 02/2026, 03/2026…) | |
avg_daily_volume_millions |
number | 39.7 to 101.8 | count |
avg_daily_turnover_billions_usd |
number | 30.5 to 67.4 | 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
formatDateTime(toStartOfMonth(day), '%Y-%m') AS month,
formatDateTime(toStartOfMonth(day), '%m/%Y') AS month_label,
round(avg(day_volume) / 1e6, 1) AS avg_daily_volume_millions,
round(avg(day_volume * day_close) / 1e9, 1) AS avg_daily_turnover_billions_usd
FROM
(
SELECT
date AS day,
max(toFloat64(volume)) AS day_volume,
argMax(toFloat64(close), _ingest_time) AS day_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= toStartOfMonth(today() - 365)
AND date < toStartOfMonth(today())
GROUP BY day
)
GROUP BY month, month_label
ORDER BY month
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