Block Trade Discounts and Bought Deals
How one ordinary AAPL session splits across print sizesranking ·
2026-10-05 · 4×3
Short interest and days to cover at the latest reported settlementranking ·
2026-10-05 · 7×4
Overnight moves, close to next open, over the trailing twelve monthsranking ·
2026-10-05 · 7×3
A hypothetical $250 million sale against each name's daily dollar volumeranking ·
2026-10-05 · 7×3
How one ordinary AAPL session splits across print sizes
How one ordinary AAPL session splits across print sizes
| print_size | print_count | share_of_volume_pct |
|---|---|---|
| under 100 shares | 643334 | 22.84 |
| 100 to 999 shares | 78404 | 24.89 |
| 1,000 to 9,999 shares | 1119 | 4.35 |
| 10,000 shares and up | 77 | 47.92 |
the exact SQL behind every number
SELECT
b.print_size AS print_size,
b.print_count AS print_count,
round(100 * b.tier_shares / t.day_shares, 2) AS share_of_volume_pct
FROM
(
SELECT
multiIf(size < 100, 'under 100 shares',
size < 1000, '100 to 999 shares',
size < 10000, '1,000 to 9,999 shares',
'10,000 shares and up') AS print_size,
multiIf(size < 100, 1, size < 1000, 2, size < 10000, 3, 4) AS tier_rank,
count() AS print_count,
toFloat64(sum(size)) AS tier_shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 02:00:00', 'UTC')
GROUP BY print_size, tier_rank
) AS b
CROSS JOIN
(
SELECT toFloat64(sum(size)) AS day_shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 02:00:00', 'UTC')
) AS t
ORDER BY b.tier_rank
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