STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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NYSE Parity and D-Quotes: How Fills Allocate
Average shares per trade, ten household namesranking · 2026-10-04 · 10×3Preview: 10 ranked values, largest first. Coca-Cola closing print as a share of session volume, by monthseries · 2026-10-04 · 24×2Preview: a 16-point series, ending lower. The closing auction print as a share of regular-session volumeranking · 2026-10-04 · 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 · 2026-10-04 · 31×2Preview: a 16-point series, ending higher. Share of SPY's regular-session volume by five-minute ET bucketseries · 2026-10-04 · 79×2Preview: a 16-point series, ending lower. Opening and closing windows as a share of regular-session volumeranking · 2026-10-04 · 8×3Preview: 8 ranked values, largest first. SPY: opening and closing window share of session volume, by monthseries · 2026-10-04 · 25×3Preview: a 16-point series, roughly flat.
How Much Volume Trades at the Close
KO on Sep 23, 2026: shares traded per clock minute into the closeseries · 2026-10-03 · 11×3Preview: a 11-point series, ending higher. Tape conditions whose names mention the closetable · 2026-10-03 · 7×4 KO on Sep 23, 2026: the eight largest prints of the sessionranking · 2026-10-03 · 8×4Preview: 8 ranked values, largest first. KO: closing auction share of the day, August and September 2026series · 2026-10-03 · 42×3Preview: a 16-point series, ending lower. Closing auction share of consolidated daily volume, by day typeranking · 2026-10-03 · 4×3Preview: 4 ranked values, largest first.
Index Rebalance Day and the Closing Auction
Half-hour volume shares on the June 2026 recon session vs the prior 20 sessionsseries · 2026-10-01 · 14×3Preview: a 14-point series, ending lower. Closing-minute volume on four rebalance sessions vs each name's 20-session medianranking · 2026-10-01 · 12×4Preview: 12 ranked values, largest first. Distance from the 3:50 p.m. price to the closing minute, in basis pointsranking · 2026-10-01 · 12×3Preview: 12 ranked values, largest first. Share of session volume printed in the 4:00 p.m. minute, June 2026series · 2026-10-01 · 21×4Preview: a 16-point series, ending lower.
When Do Mutual Funds Trade? NAV Pricing at 4 pm
The same 15 sessions, summarized: the close's floor, average, and peakscalar · 2026-09-28 · 1×417.7 SPY volume share of the final 30 minutes and final minute: last 15 sessions through July 10, 2026series · 2026-09-28 · 15×3Preview: a 15-point series, ending lower. Month-end sessions vs all other sessions: SPY close concentration, January–June 2026scalar · 2026-09-28 · 1×76 The spread a fund buyer never pays: median quoted spread, July 10, 2026 regular sessionranking · 2026-09-28 · 3×3Preview: 3 ranked values, smallest first. How much of SPY's day trades at the very end: July 10, 2026 regular sessionscalar · 2026-09-28 · 1×324.6 The print NAV is struck from: AAPL's closing auction cross, July 10, 2026scalar · 2026-09-28 · 1×65.47
NYSE Imbalance Messages: How to Read Them
Gap between the 3:50 p.m. price and the official close, July 2026 sessionsranking · 2026-09-28 · 6×3Preview: 6 ranked values, largest first. How often the close finished above the 3:50 p.m. price, July 2026 sessionsranking · 2026-09-28 · 6×3Preview: 6 ranked values, largest first. Coca-Cola average volume per five-minute bucket from 3:00 p.m. ET, then the closing auction print, July 2026series · 2026-09-28 · 13×2Preview: a 13-point series, ending higher. Share of regular-session volume in the opening and closing auction prints, July 2026ranking · 2026-09-28 · 6×3Preview: 6 ranked values, largest first.
NYSE Closing Auction Explained: How It Works
KO second by second: the last ten seconds of continuous trading and the closing auction (Aug 19, 2026)series · 2026-09-28 · 19×5Preview: a 16-point series, ending higher. The receipt: KO's last continuous trade, its closing auction print, and the daily bar's close (Aug 19, 2026)scalar · 2026-09-28 · 1×1290.38 Trade condition codes that describe a close, from the consolidated-tape dictionarytable · 2026-09-28 · 5×3 The closing print as a share of the day's volume, eight NYSE-listed names (Aug 19, 2026)series · 2026-09-28 · 8×4Preview: a 8-point series, ending lower.
Leveraged ETF Rebalancing Into the Close
The twelve biggest 2025 index moves and the reset trade each one requiresseries · 2026-09-28 · 12×6Preview: a 12-point series, ending lower. The final half hour and the closing cross on 2025's largest-move session, against a typical 2025 sessionseries · 2026-09-28 · 31×3Preview: a 16-point series, ending higher. 2025 sessions by index move size, and the 3x reset each bucket impliesranking · 2026-09-28 · 5×3Preview: 5 ranked values, largest first. Share of session volume printed in the closing cross, July to December 2025ranking · 2026-09-28 · 8×4Preview: 8 ranked values, largest first.
Nasdaq Closing Cross Explained: NOII and MOC
AAPL trade size by hour of the day (ET), September 10, 2026ranking · 2026-09-17 · 16×4Preview: 16 ranked values, largest first. Closing cross print as a share of full-day volume, eight Nasdaq-listed names, September 10, 2026series · 2026-09-17 · 8×4Preview: a 8-point series, ending lower. The six largest AAPL prints in the ten seconds from 4:00:00 p.m. ET, September 10, 2026table · 2026-09-17 · 6×6 AAPL trades per second around the 4:00 p.m. close, September 10, 2026series · 2026-09-17 · 20×4Preview: a 16-point series, roughly flat. Close-related sale condition codes in the exchange condition dictionaryranking · 2026-09-17 · 4×3Preview: 4 ranked values, smallest first.
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 listed99
WMTNasdaq listed94
XOMNYSE listed88
PEPNasdaq listed70
KONYSE listed64
AAPLNasdaq listed57
JPMNYSE listed55
JNJNYSE listed54
MSFTNasdaq listed51
the exact SQL behind every number 
SELECT
    ticker,
    multiIf(ticker IN ('KO', 'JPM', 'XOM', 'JNJ'), '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
The closing auction print as a share of regular-session volume ranking 10×3 → Coca-Cola closing print as a share of session volume, by month series 24×2 → KO on Sep 23, 2026: the eight largest prints of the session ranking 8×4 → Closing auction share of consolidated daily volume, by day type ranking 4×3 → See all 3,256 queries →
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