{"slug":"what-is-average-daily-volume","qid":"rolling_windows","label":"MU: rolling 20-session vs 90-session ADV, December 2025 through July 10, 2026 (sampled every third session)","post_title":"What Is Average Daily Volume (ADV)?","post_url":"/blog/what-is-average-daily-volume#q-rolling_windows","columns":["date","adv_20_session_m","adv_90_session_m"],"rows":[{"date":"2025-12-10","adv_20_session_m":21.3,"adv_90_session_m":19.9},{"date":"2025-12-15","adv_20_session_m":20.3,"adv_90_session_m":20.1},{"date":"2025-12-18","adv_20_session_m":20.7,"adv_90_session_m":20.2},{"date":"2025-12-23","adv_20_session_m":20,"adv_90_session_m":20.7},{"date":"2025-12-29","adv_20_session_m":20.7,"adv_90_session_m":20.8},{"date":"2026-01-02","adv_20_session_m":22.2,"adv_90_session_m":21.3},{"date":"2026-01-07","adv_20_session_m":24.5,"adv_90_session_m":22},{"date":"2026-01-12","adv_20_session_m":26,"adv_90_session_m":22.5},{"date":"2026-01-15","adv_20_session_m":26.2,"adv_90_session_m":22.5},{"date":"2026-01-21","adv_20_session_m":26.9,"adv_90_session_m":23},{"date":"2026-01-26","adv_20_session_m":28.5,"adv_90_session_m":23.4},{"date":"2026-01-29","adv_20_session_m":30.5,"adv_90_session_m":23.7},{"date":"2026-02-03","adv_20_session_m":31.9,"adv_90_session_m":23.9},{"date":"2026-02-06","adv_20_session_m":32.6,"adv_90_session_m":24.4},{"date":"2026-02-11","adv_20_session_m":34.1,"adv_90_session_m":24.7},{"date":"2026-02-17","adv_20_session_m":35,"adv_90_session_m":24.9},{"date":"2026-02-20","adv_20_session_m":32.5,"adv_90_session_m":25},{"date":"2026-02-25","adv_20_session_m":32,"adv_90_session_m":25.4},{"date":"2026-03-02","adv_20_session_m":30.2,"adv_90_session_m":25.4},{"date":"2026-03-05","adv_20_session_m":28.4,"adv_90_session_m":25.8},{"date":"2026-03-10","adv_20_session_m":28.4,"adv_90_session_m":26.2},{"date":"2026-03-13","adv_20_session_m":27.2,"adv_90_session_m":26.7},{"date":"2026-03-18","adv_20_session_m":28.7,"adv_90_session_m":27.3},{"date":"2026-03-23","adv_20_session_m":33.2,"adv_90_session_m":28.2},{"date":"2026-03-26","adv_20_session_m":35.8,"adv_90_session_m":29},{"date":"2026-03-31","adv_20_session_m":40.4,"adv_90_session_m":30},{"date":"2026-04-06","adv_20_session_m":43.8,"adv_90_session_m":30.5},{"date":"2026-04-09","adv_20_session_m":45,"adv_90_session_m":31.1},{"date":"2026-04-14","adv_20_session_m":45.6,"adv_90_session_m":31.9},{"date":"2026-04-17","adv_20_session_m":43.2,"adv_90_session_m":32.4},{"date":"2026-04-22","adv_20_session_m":41.4,"adv_90_session_m":32.9},{"date":"2026-04-27","adv_20_session_m":39.6,"adv_90_session_m":33.4},{"date":"2026-04-30","adv_20_session_m":34.7,"adv_90_session_m":33.5},{"date":"2026-05-05","adv_20_session_m":35.7,"adv_90_session_m":34.1},{"date":"2026-05-08","adv_20_session_m":37.3,"adv_90_session_m":35},{"date":"2026-05-13","adv_20_session_m":40,"adv_90_session_m":36.1},{"date":"2026-05-18","adv_20_session_m":42,"adv_90_session_m":36.4},{"date":"2026-05-21","adv_20_session_m":43.6,"adv_90_session_m":37},{"date":"2026-05-27","adv_20_session_m":46.2,"adv_90_session_m":38.1},{"date":"2026-06-01","adv_20_session_m":47.7,"adv_90_session_m":38.1},{"date":"2026-06-04","adv_20_session_m":46.5,"adv_90_session_m":38.4},{"date":"2026-06-09","adv_20_session_m":47.3,"adv_90_session_m":39.2},{"date":"2026-06-12","adv_20_session_m":46.5,"adv_90_session_m":39.4},{"date":"2026-06-17","adv_20_session_m":44.8,"adv_90_session_m":39.4},{"date":"2026-06-23","adv_20_session_m":45.9,"adv_90_session_m":39.7},{"date":"2026-06-26","adv_20_session_m":45.8,"adv_90_session_m":40.6},{"date":"2026-07-01","adv_20_session_m":45.8,"adv_90_session_m":41.1},{"date":"2026-07-07","adv_20_session_m":45.1,"adv_90_session_m":41.7},{"date":"2026-07-10","adv_20_session_m":42,"adv_90_session_m":41.9}],"shape":"series","sql":"WITH daily AS (\n    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,\n           sum(toFloat64(volume)) AS day_shares\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'MU'\n      AND window_start >= toDateTime('2025-08-01 00:00:00', 'America/New_York')\n      AND window_start < toDateTime('2026-07-11 00:00:00', 'America/New_York')\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959\n    GROUP BY et_date\n),\nrolled AS (\n    SELECT et_date,\n           avg(day_shares) OVER (ORDER BY et_date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) AS adv20,\n           avg(day_shares) OVER (ORDER BY et_date ROWS BETWEEN 89 PRECEDING AND CURRENT ROW) AS adv90,\n           row_number() OVER (ORDER BY et_date) AS rn,\n           count() OVER () AS total_rows\n    FROM daily\n)\nSELECT formatDateTime(et_date, '%Y-%m-%d') AS date,\n       round(adv20 / 1e6, 1) AS adv_20_session_m,\n       round(adv90 / 1e6, 1) AS adv_90_session_m\nFROM rolled\nWHERE rn > 90 AND (rn % 3 = total_rows % 3)\nORDER BY et_date","computed_at":"2026-07-26T06:22:34.161915+00:00","elapsed":0.50214908}