volume_ladder
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 2026-09-26, from what-is-liquidity.
| ticker | avg_shares_k | shares_label | avg_dollar_volume_m | obs_count | covers_from | covers_to |
|---|---|---|---|---|---|---|
| SPY | 36879.5 | 36.88 million | 28313.2 | 20 | Aug 13 | Sep 10 |
| AAPL | 42014.9 | 42.01 million | 13253.6 | 20 | Aug 13 | Sep 10 |
| KO | 14478.6 | 14.48 million | 1291 | 20 | Aug 13 | Sep 10 |
| HOG | 1780.6 | 1.78 million | 49.2 | 20 | Aug 13 | Sep 10 |
| DJCO | 67.9 | 67.92 thousand | 41.6 | 20 | Aug 13 | Sep 10 |
| NATH | 26 | 26.00 thousand | 2.5 | 20 | Aug 13 | Sep 10 |
- Rows × columns
- 6 × 7
- 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 | 6 distinct values (AAPL, DJCO, HOG…) | |
avg_shares_k |
number | 26 to 42,014.9 | count |
shares_label |
text | 6 distinct values | |
avg_dollar_volume_m |
number | 2.5 to 28,313.2 | count |
obs_count |
text | 1 distinct value (20) | |
covers_from |
text | 1 distinct value (Aug 13) | |
covers_to |
text | 1 distinct value (Sep 10) |
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(day_volume) / 1e3, 1) AS avg_shares_k,
formatReadableQuantity(avg(day_volume)) AS shares_label,
round(avg(day_volume * day_price) / 1e6, 1) AS avg_dollar_volume_m,
toString(count()) AS obs_count,
formatDateTime(min(date), '%b %e') AS covers_from,
formatDateTime(max(date), '%b %e') AS covers_to
FROM
(
SELECT
ticker,
date,
max(toFloat64(volume)) AS day_volume,
any(ifNull(toFloat64(vwap), toFloat64(close))) AS day_price
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL', 'KO', 'HOG', 'NATH', 'DJCO')
AND date >= toDate('2026-08-13')
AND date <= toDate('2026-09-10')
GROUP BY ticker, date
)
GROUP BY ticker
ORDER BY avg_dollar_volume_m DESC
Use dis data for your AI assistant
E go open ready to query, with dis page data. Free, no account.