30-Day Rolling Average Trading Volume

Problem

**[Asked at Goldman Sachs]**

Goldman's analytics team tracks daily trading volumes for each client.
For each client and each trading day, compute the **30-day trailing average
volume** (current day + the 29 preceding days).

Return `client_id`, `trade_date`, and `rolling_avg_30d` rounded to 2 dp,
ordered by client then date.

Tables

Example rows — the live problem includes the full dataset.

client_trades

trade_id	client_id	trade_date	daily_volume

Expected output

Your answer should return 8 rows with the columns client_id, trade_date, rolling_avg_30d.

Starter code (SQL)

SELECT *
FROM client_trades;

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Solution & explanation

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