STRASMORE/EXPLORE 2,170 QUERIES

Dollar ADV across the whole US tape: percentiles and threshold counts (June 11 – July 10, 2026)

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 2026-07-26, from What Is Average Daily Volume (ADV)?.

as of scalar 1×10read in context →
names
10,864
p25 m
0.33
median m
2.2
p75 m
20.4
p90 m
113.7
p99 m
1,333
names above 1m
6,515
names above 10m
3,535
names above 100m
1,166
names above 1bn
130
Rows × columns
1 × 10
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Dollar ADV across the whole US tape: percentiles and threshold counts (June 11 – July 10, 2026), derived from the stored result.
ColumnTypeRangeNotes
names number every row is 10,864
p25_m number every row is 0.33
median_m number every row is 2.2
p75_m number every row is 20.4
p90_m number every row is 113.7
p99_m number every row is 1,333
names_above_1m number every row is 6,515
names_above_10m number every row is 3,535
names_above_100m number every row is 1,166
names_above_1bn number every row is 130

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.

the exact SQL behind every number 
WITH per_ticker AS (
    SELECT ticker, avg(day_dollars) AS adv_dollars
    FROM (
        SELECT ticker,
               toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
               sumIf(toFloat64(close) * toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') >= '09:30'
                                                       AND formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') < '16:00') AS day_dollars
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= toDateTime('2026-06-11 00:00:00', 'America/New_York')
          AND window_start < toDateTime('2026-07-11 00:00:00', 'America/New_York')
          AND match(ticker, '^[A-Z]+$')
        GROUP BY ticker, et_date
    )
    GROUP BY ticker
    HAVING count() >= 15
)
SELECT count() AS names,
       round(quantileDeterministic(0.25)(adv_dollars, cityHash64(ticker)) / 1e6, 2) AS p25_m,
       round(quantileDeterministic(0.50)(adv_dollars, cityHash64(ticker)) / 1e6, 1) AS median_m,
       round(quantileDeterministic(0.75)(adv_dollars, cityHash64(ticker)) / 1e6, 1) AS p75_m,
       round(quantileDeterministic(0.90)(adv_dollars, cityHash64(ticker)) / 1e6, 1) AS p90_m,
       round(quantileDeterministic(0.99)(adv_dollars, cityHash64(ticker)) / 1e6, 0) AS p99_m,
       countIf(adv_dollars >= 1e6) AS names_above_1m,
       countIf(adv_dollars >= 10e6) AS names_above_10m,
       countIf(adv_dollars >= 100e6) AS names_above_100m,
       countIf(adv_dollars >= 1e9) AS names_above_1bn
FROM per_ticker

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More from this analysisWhat Is Average Daily Volume (ADV)?
MU's sharpest 2026 volume shock: the event day vs the trailing ADV before and after scalar 1×6 → MU: rolling 20-session vs 90-session ADV, December 2025 through July 10, 2026 (sampled every third session) series 49×3 → ADV by hand: KO's five daily volumes, their sum, and the average (July 6–10, 2026) series 5×5 → 20-session regular-hours ADV: shares, dollars, and the extended-hours share (June 11 – July 10, 2026) table 5×5 → Options ADV: average daily contracts and share-equivalent exposure (June 11 – July 10, 2026) ranking 4×4 → Days to cover, recomputed: FINRA's denominator vs this page's 20-session regular-hours ADV (settlement June 30, 2026) table 2×6 → See all 2,170 queries →