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WITH daily AS
(
    SELECT
        date,
        toFloat64(volume) AS day_volume,
        avg(toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS avg_prior_20
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= '2023-06-01'
      AND date <= '2026-09-25'
)
SELECT
    toString(date)                      AS settlement_date,
    round(day_volume / 1e6, 1)          AS volume_millions,
    round(day_volume / avg_prior_20, 2) AS volume_vs_20day_avg
FROM daily
WHERE toMonth(date) IN (3, 6, 9, 12)
  AND toDayOfWeek(date) = 5
  AND toDayOfMonth(date) BETWEEN 15 AND 21
  AND avg_prior_20 > 0
ORDER BY date