Baselight
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1WITH volume_analysis AS (
2    SELECT 
3        instrument,
4        datetime,
5        close,
6        volume,
7        AVG(volume) OVER (PARTITION BY instrument ORDER BY datetime ROWS BETWEEN 29 PRECEDING AND CURRENT ROW) AS avg_volume_30d,
8        volume / AVG(volume) OVER (PARTITION BY instrument ORDER BY datetime ROWS BETWEEN 29 PRECEDING AND CURRENT ROW) AS volume_ratio
9    FROM "@coindesk.indices.coindesk_spot_price"
10    WHERE instrument IN ('BTC-USD', 'ETH-USD', 'SOL-USD')
11      AND datetime >= '2024-01-01'
12),
13monthly_stats AS (
14    SELECT 
15        DATE_TRUNC('month', datetime) AS month,
16        instrument,
17        COUNT(CASE WHEN volume_ratio > 2 THEN 1 END) AS spike_days,
18        ROUND(AVG(volume_ratio), 2) AS avg_ratio,
19        ROUND(MAX(volume_ratio), 2) AS max_ratio
20    FROM volume_analysis
21    WHERE volume_ratio IS NOT NULL
22    GROUP BY DATE_TRUNC('month', datetime), instrument
23)
24SELECT 
25    month,
26    MAX(CASE WHEN instrument = 'BTC-USD' THEN spike_days END) AS btc_spike_days,
27    MAX(CASE WHEN instrument = 'ETH-USD' THEN spike_days END) AS eth_spike_days,
28    MAX(CASE WHEN instrument = 'SOL-USD' THEN spike_days END) AS sol_spike_days,
29    MAX(CASE WHEN instrument = 'BTC-USD' THEN avg_ratio END) AS btc_avg_volume_ratio,
30    MAX(CASE WHEN instrument = 'ETH-USD' THEN avg_ratio END) AS eth_avg_volume_ratio,
31    MAX(CASE WHEN instrument = 'SOL-USD' THEN avg_ratio END) AS sol_avg_volume_ratio,
32    MAX(CASE WHEN instrument = 'BTC-USD' THEN max_ratio END) AS btc_max_spike,
33    MAX(CASE WHEN instrument = 'ETH-USD' THEN max_ratio END) AS eth_max_spike,
34    MAX(CASE WHEN instrument = 'SOL-USD' THEN max_ratio END) AS sol_max_spike
35FROM monthly_stats
36GROUP BY month
37ORDER BY month DESC
monthbtc_spike_dayseth_spike_dayssol_spike_daysbtc_avg_volume_ratioeth_avg_volume_ratiosol_avg_volume_ratiobtc_max_spikeeth_max_spikesol_max_spike
2025-11-010000.450.380.390.530.420.42
2025-10-011101.211.081.012.732.511.97
2025-09-010100.970.880.881.652.191.58
2025-08-010001.021.011.041.781.711.77
2025-07-012111.071.121.22.142.032.29
2025-06-010000.870.891.011.641.661.73
2025-05-0102011.030.941.814.31.69
2025-04-012221.011.051.092.513.092.97
2025-03-010120.850.890.941.712.12.44
2025-02-012140.931.080.942.223.392.64
2025-01-0121310.991.222.342.34.8
2024-12-010000.930.930.921.841.881.93
2024-11-014341.181.281.243.122.363.14
2024-10-010000.9911.031.71.721.79
2024-09-010100.981.020.931.892.151.71
2024-08-011111.071.081.043.944.775.14
2024-07-011111.11.121.062.492.62.26
2024-06-011020.880.860.9921.962.2
2024-05-010300.90.990.821.992.541.39
2024-04-010020.920.930.951.511.762.36
2024-03-011121.0311.143.652.522.99
2024-02-012121.071.140.922.562.132.55
2024-01-010100.920.940.951.562.251.44

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