proxy_liquidity
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 2026-11-07, from what-is-commodity-trading.
| ticker | avg_daily_turnover_musd | avg_daily_shares_m | sessions |
|---|---|---|---|
| GLD | 3573.6 | 9.17 | 84 |
| SLV | 907.4 | 16.59 | 84 |
| USO | 819.9 | 5.82 | 84 |
| UNG | 191.7 | 18.46 | 84 |
| DBA | 31.8 | 1.12 | 84 |
| DBC | 27.5 | 0.88 | 84 |
| CPER | 19.5 | 0.49 | 84 |
| CORN | 6.7 | 0.35 | 84 |
- Rows × columns
- 8 × 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 |
|---|---|---|---|
ticker |
text | 8 distinct values (CORN, CPER, DBA…) | |
avg_daily_turnover_musd |
number | 6.7 to 3,573.6 | |
avg_daily_shares_m |
number | 0.35 to 18.46 | count |
sessions |
number | every row is 84 |
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
ticker,
round(avg(toFloat64(close) * toFloat64(volume)) / 1000000, 1) AS avg_daily_turnover_musd,
round(avg(toFloat64(volume)) / 1000000, 2) AS avg_daily_shares_m,
count() AS sessions
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('USO', 'UNG', 'GLD', 'SLV', 'CPER', 'DBA', 'DBC', 'CORN')
AND date >= today() - 120
AND date < today() - 1
GROUP BY ticker
HAVING sessions >= 40
ORDER BY avg_daily_turnover_musd DESC
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