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20-session regular-hours ADV: shares, dollars, and the extended-hours share (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 table 5×5read in context →
20-session regular-hours ADV: shares, dollars, and the extended-hours share (June 11 – July 10, 2026) — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickeradv_shares_madv_dollars_bnextended_hours_pctsessions
SPY46.0134.1918.320
MU42.0144.4912.120
AAPL41.4712.246.920
KO12.41.016.620
CATO0.0500.220
Rows × columns
5 × 5
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 20-session regular-hours ADV: shares, dollars, and the extended-hours share (June 11 – July 10, 2026), derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, CATO, KO…)
adv_shares_m number 0.05 to 46.01 count
adv_dollars_bn number 0 to 44.49
extended_hours_pct number 0.2 to 18.3 percent
sessions number every row is 20

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_day AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
           sumIf(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 rth_shares,
           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 rth_dollars,
           sum(toFloat64(volume)) AS all_shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MU', 'KO', 'CATO')
      AND 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')
    GROUP BY ticker, et_date
)
SELECT ticker,
       round(avg(rth_shares) / 1e6, 2) AS adv_shares_m,
       round(avg(rth_dollars) / 1e9, 2) AS adv_dollars_bn,
       round(100 * (sum(all_shares) - sum(rth_shares)) / sum(all_shares), 1) AS extended_hours_pct,
       count() AS sessions
FROM per_day
GROUP BY ticker
ORDER BY adv_shares_m DESC

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More from this analysisWhat Is Average Daily Volume (ADV)?
Days to cover, recomputed: FINRA's denominator vs this page's 20-session regular-hours ADV (settlement June 30, 2026) table 2×6 → 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 → Options ADV: average daily contracts and share-equivalent exposure (June 11 – July 10, 2026) ranking 4×4 → MU's sharpest 2026 volume shock: the event day vs the trailing ADV before and after scalar 1×6 → Dollar ADV across the whole US tape: percentiles and threshold counts (June 11 – July 10, 2026) scalar 1×10 → See all 2,170 queries →