Unusual Volume Stocks This Week, Measured
How the whole qualifying universe traded this week, bucketed by relative volumeranking ·
2026-08-25 · 7×4
Persistence check: the eight leaders' daily relative volume across the five sessionstable ·
2026-08-25 · 8×5
Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the weekseries ·
2026-08-25 · 8×6
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)series ·
2026-08-25 · 15×5
Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this weekseries ·
2026-08-25 · 6×5
What Is RVOL (Relative Volume)? How to Read It
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)series ·
2026-08-22 · 32×2
SPY: average share of full-day volume completed by each clock time (last 20 sessions)ranking ·
2026-08-22 · 5×2
Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)series ·
2026-08-22 · 10×5
Full-day RVOL percentiles across high-volume US stocks and ETFs (20-day ADV above 5M shares), latest completed sessionranking ·
2026-08-22 · 6×2
MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figurescalar ·
2026-08-22 · 1×832.8
How the whole qualifying universe traded this week, bucketed by relative volume
How the whole qualifying universe traded this week, bucketed by relative volume
| rvol_bucket | names | pct_of_universe | universe_names |
|---|---|---|---|
| 10x or more | 0 | 0 | 508 |
| 5x to 10x | 2 | 0.4 | 508 |
| 3x to 5x | 3 | 0.6 | 508 |
| 2x to 3x | 6 | 1.2 | 508 |
| 1.5x to 2x | 2 | 0.4 | 508 |
| 1x to 1.5x | 10 | 2 | 508 |
| below 1x | 485 | 95.5 | 508 |
the exact SQL behind every number
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
scored AS (
SELECT ticker,
multiIf(adv_recent / adv_base >= 10, 1,
adv_recent / adv_base >= 5, 2,
adv_recent / adv_base >= 3, 3,
adv_recent / adv_base >= 2, 4,
adv_recent / adv_base >= 1.5, 5,
adv_recent / adv_base >= 1, 6, 7) AS bucket_key
FROM per_name
),
buckets AS (
SELECT arrayJoin([(1, '10x or more'), (2, '5x to 10x'), (3, '3x to 5x'), (4, '2x to 3x'),
(5, '1.5x to 2x'), (6, '1x to 1.5x'), (7, 'below 1x')]) AS bk
)
SELECT bk.2 AS rvol_bucket,
countIf(scored.bucket_key = bk.1) AS names,
round(100.0 * countIf(scored.bucket_key = bk.1) / count(), 1) AS pct_of_universe,
count() AS universe_names
FROM scored CROSS JOIN buckets
GROUP BY bk
ORDER BY bk.1 ASC
More from this analysisUnusual Volume Stocks This Week, Measured
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)
series 15×5
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Persistence check: the eight leaders' daily relative volume across the five sessions
table 8×5
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Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the week
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Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this week
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