How liquid US stocks distribute by short interest as a percent of shares outstanding

WITH (SELECT max(settlement_date) FROM global_markets.stocks_short_interest) AS latest,
si AS
(
    SELECT ticker,
           max(short_interest) AS shares_short,
           max(avg_daily_volume) AS adv,
           max(days_to_cover) AS dtc
    FROM global_markets.stocks_short_interest
    WHERE settlement_date = latest
    GROUP BY ticker
    HAVING adv >= 1000000
),
shares AS
(
    SELECT tk AS ticker,
           argMax(basic_shares_outstanding, (filing_date, period_end)) AS shares_out
    FROM global_markets.stocks_income_statements
    ARRAY JOIN tickers AS tk
    WHERE timeframe = 'quarterly'
      AND filing_date >= today() - INTERVAL 9 MONTH
      AND basic_shares_outstanding > 0
    GROUP BY tk
    HAVING shares_out >= 10000000
),
joined AS
(
    SELECT si.ticker AS ticker,
           100.0 * si.shares_short / shares.shares_out AS short_pct,
           si.dtc AS dtc
    FROM si
    INNER JOIN shares ON si.ticker = shares.ticker
    WHERE 100.0 * si.shares_short / shares.shares_out <= 50
)
SELECT multiIf(short_pct < 2, 'Under 2%',
               short_pct < 5, '2-5%',
               short_pct < 10, '5-10%',
               short_pct < 20, '10-20%',
               '20%+') AS short_pct_bucket,
       count() AS tickers,
       round(100.0 * count() / sum(count()) OVER (), 1) AS pct_of_tickers,
       round(quantileExact(0.5)(dtc), 2) AS median_days_to_cover
FROM joined
GROUP BY short_pct_bucket
ORDER BY min(short_pct)