STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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NYSE Parity and D-Quotes: How Fills Allocate
Average shares per trade, ten household namesranking · 2026-08-22 · 10×3Preview: 10 ranked values, largest first. Coca-Cola closing print as a share of session volume, by monthseries · 2026-08-22 · 25×2Preview: a 16-point series, roughly flat. Share of regular-session volume printed in the 16:00 ET minuteranking · 2026-08-22 · 10×3Preview: 10 ranked values, largest first.
MOC and MOO Order Cutoff Times: NYSE & Nasdaq
SPY minute volume into the close, June 30 2026 (quarter end)series · 2026-08-22 · 31×2Preview: a 16-point series, ending higher. Share of SPY's regular-session volume by five-minute ET bucketseries · 2026-08-22 · 79×2Preview: a 16-point series, ending lower. Opening and closing windows as a share of regular-session volumeranking · 2026-08-22 · 8×3Preview: 8 ranked values, largest first. SPY: opening and closing window share of session volume, by monthseries · 2026-08-22 · 25×3Preview: a 16-point series, ending lower.
NYSE Imbalance Messages: How to Read Them
Gap between the 3:50 p.m. price and the official close, July 2026 sessionsranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first. How often the close finished above the 3:50 p.m. price, July 2026 sessionsranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first. Coca-Cola average volume per five-minute bucket, 3:00 p.m. ET to the close, July 2026series · 2026-08-19 · 13×2Preview: a 13-point series, roughly flat. Share of regular-session volume printed in the opening and closing auction minutes, July 2026ranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first.
When Do Mutual Funds Trade? NAV Pricing at 4 pm
The same 15 sessions, summarized: the close's floor, average, and peakscalar · 2026-07-26 · 1×416.3 SPY volume share of the final 30 minutes and final minute: last 15 sessions through July 10, 2026series · 2026-07-26 · 15×3Preview: a 15-point series, ending lower. Month-end sessions vs all other sessions: SPY close concentration, January–June 2026scalar · 2026-07-26 · 1×76 The spread a fund buyer never pays: median quoted spread, July 10, 2026 regular sessionranking · 2026-07-26 · 3×3Preview: 3 ranked values, smallest first. How much of SPY's day trades at the very end: July 10, 2026 regular sessionscalar · 2026-07-26 · 1×322.5 The print NAV is struck from: AAPL's closing auction cross, July 10, 2026scalar · 2026-07-26 · 1×65.47
What Is the Closing Auction? (Closing Cross)
Quarter-end (June 30) vs. mid-month (June 16, 2026): the same three closing auctionstable · 2026-07-26 · 3×8 The tape's own labels for the close, straight from the code dictionaryranking · 2026-07-26 · 4×3Preview: 4 ranked values, smallest first. The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026table · 2026-07-26 · 3×10 The receipt: AAPL's auction print vs. its last continuous trade, July 2, 2026scalar · 2026-07-26 · 1×12390
SpaceX Joins the Nasdaq-100: The Index-Add Trade
July 6's matched volume by where it printed: the cross, continuous on-exchange, off-exchange (TRF)ranking · 2026-07-09 · 3×4Preview: 3 ranked values, largest first. The morning after: July 7, 2026 through 12:59 p.m. ET (window pinned by design; see data notes)scalar · 2026-07-09 · 1×10210 The add-eve receipts row: checkpoints, the last continuous trade, and the auction print itselfscalar · 2026-07-09 · 1×23165.95 July 6, 2026 in five-minute buckets: the slide, the late climb, and the volume underneathseries · 2026-07-09 · 78×3Preview: a 16-point series, ending lower. Levine's three sessions on our tape: day volume, the closing cross, and the cross's share of the dayseries · 2026-07-09 · 3×7Preview: a 3-point series, roughly flat. Entity receipt: the old SPCX tape ends in April 2026, May is silent, SpaceX lists June 12series · 2026-07-09 · 5×6Preview: a 5-point series, ending higher. Every SPCX closing cross since the June 12 listing: size, share of the day, and the official close it setseries · 2026-07-09 · 15×6Preview: a 15-point series, ending lower.
Average shares per trade, ten household names

Average shares per trade, ten household names

most recentas of ranking 10×3read in context →
Average shares per trade, ten household names — 10 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerlisting_venueavg_shares_per_trade
INTCNasdaq listed118
CSCONasdaq listed98
WMTNYSE listed87
XOMNYSE listed87
PEPNasdaq listed68
KONYSE listed63
AAPLNasdaq listed61
JPMNYSE listed55
JNJNYSE listed54
MSFTNasdaq listed50
the exact SQL behind every number 
SELECT
    ticker,
    multiIf(ticker IN ('KO', 'JPM', 'XOM', 'JNJ', 'WMT'), 'NYSE listed', 'Nasdaq listed') AS listing_venue,
    round(toFloat64(sum(volume)) / sum(transactions), 0) AS avg_shares_per_trade
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('KO', 'JPM', 'XOM', 'JNJ', 'WMT', 'AAPL', 'MSFT', 'INTC', 'CSCO', 'PEP')
  AND date >= today() - 120
  AND date <  today() - 4
GROUP BY ticker
HAVING sum(transactions) > 0
ORDER BY avg_shares_per_trade DESC
More from this analysisNYSE Parity and D-Quotes: How Fills Allocate
Share of regular-session volume printed in the 16:00 ET minute ranking 10×3 → Coca-Cola closing print as a share of session volume, by month series 25×2 → Gap between the 3:50 p.m. price and the official close, July 2026 sessions ranking 6×3 → How often the close finished above the 3:50 p.m. price, July 2026 sessions ranking 6×3 → See all 2,170 queries →
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