3,022 answered market questions

WITH daily AS
(
    SELECT
        ticker,
        date,
        toFloat64(any(volume))       AS volume,
        toFloat64(any(transactions)) AS transactions
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
      AND date >= '2024-01-01'
      AND date <  '2025-01-01'
    GROUP BY ticker, date
)
SELECT
    ticker,
    round(quantileDeterministic(0.5)(volume / transactions, toUInt32(toRelativeDayNum(date))), 0) AS median_shares_per_print
FROM daily
WHERE transactions > 0
GROUP BY ticker
ORDER BY median_shares_per_print DESC