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.
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 Did the US Stock Market Start? 1792
Trading sessions by day of the week, calendar year 2019series · 2026-08-08 · 7×3Preview: a 7-point series, roughly flat. Where SPY volume lands inside the day, 30 minute buckets, October 2024series · 2026-08-08 · 32×3Preview: a 16-point series, roughly flat. The single busiest clock minute of the month, October 2024ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first. Weekdays with no US equity session, 2014 through 2023ranking · 2026-08-08 · 10×2Preview: 10 ranked values, smallest first.
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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