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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.
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
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