One AAPL session, four lookbacks: full-day relative volume from daily bars
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 2026-09-28, from Why Relative Volume Differs Between Platforms.
| lookback | session_volume_millions | average_volume_millions | rvol_ratio |
|---|---|---|---|
| 10 sessions | 70 | 41.1 | 1.7 |
| 20 sessions | 70 | 40.6 | 1.72 |
| 50 sessions | 70 | 48.6 | 1.44 |
| 63 sessions (about 3 months) | 70 | 53.4 | 1.31 |
- Rows × columns
- 4 × 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 |
|---|---|---|---|
lookback |
text | 4 distinct values (10 sessions, 20 sessions, 50 sessions…) | |
session_volume_millions |
number | every row is 70 | count |
average_volume_millions |
number | 40.6 to 53.4 | count |
rvol_ratio |
number | 1.31 to 1.72 | ratio or rate |
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.
WITH toDate('2026-09-10') AS session_day
SELECT
lookback,
round(session_volume / 1e6, 1) AS session_volume_millions,
round(average_volume / 1e6, 1) AS average_volume_millions,
round(session_volume / average_volume, 2) AS rvol_ratio
FROM
(
SELECT
date,
vol AS session_volume,
avg(vol) OVER (ORDER BY date ROWS BETWEEN 10 PRECEDING AND 1 PRECEDING) AS avg10,
avg(vol) OVER (ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS avg20,
avg(vol) OVER (ORDER BY date ROWS BETWEEN 50 PRECEDING AND 1 PRECEDING) AS avg50,
avg(vol) OVER (ORDER BY date ROWS BETWEEN 63 PRECEDING AND 1 PRECEDING) AS avg63,
count() OVER (ORDER BY date ROWS BETWEEN 63 PRECEDING AND 1 PRECEDING) AS prior_sessions
FROM
(
SELECT date, max(toFloat64(volume)) AS vol
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= session_day - 110
AND date <= session_day
GROUP BY date
)
)
ARRAY JOIN
['10 sessions', '20 sessions', '50 sessions', '63 sessions (about 3 months)'] AS lookback,
[10, 20, 50, 63] AS n,
[avg10, avg20, avg50, avg63] AS average_volume
WHERE date = session_day
AND prior_sessions >= 63
AND session_volume > 0
ORDER BY n
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