Maybe you can do something with a CTE like the following...

DECLARE @Tbl AS TABLE (

Symbol INT,

MarketDate DATETIME,

Price DECIMAL(10,2),

Volume INT

)

INSERT INTO @Tbl

VALUES (1, '1/1/2008', 1.00, 100000)

INSERT INTO @Tbl

VALUES (1, '1/2/2008', .98, 105000)

INSERT INTO @Tbl

VALUES (1, '1/3/2008', 1.01, 110000)

INSERT INTO @Tbl

VALUES (1, '1/4/2008', 1.02, 120000)

INSERT INTO @Tbl

VALUES (1, '1/5/2008', 1.12, 125000)

INSERT INTO @Tbl

VALUES (1, '1/6/2008', 1.14, 135000)

INSERT INTO @Tbl

VALUES (1, '1/7/2008', 1.10, 150000)

INSERT INTO @Tbl

VALUES (1, '1/8/2008', 1.12, 100000)

INSERT INTO @Tbl

VALUES (1, '1/9/2008', 1.12, 175000)

INSERT INTO @Tbl

VALUES (2, '1/2/2008', 1.22, 1000100)

INSERT INTO @Tbl

VALUES (2, '1/5/2008', 1.24, 1123000)

INSERT INTO @Tbl

VALUES (2, '1/7/2008', 1.25, 1085000)

INSERT INTO @Tbl

VALUES (2, '1/17/2008', 1.25, 9999999);

--SELECT *

--FROM @Tbl;

WITH WeekTable (Symbol, MarketDate, Volume)

AS

(

SELECT T1.Symbol,

T1.MarketDate,

T2.Volume

FROM @Tbl T1

INNER JOIN @Tbl T2 ON

(T1.Symbol = T2.Symbol

AND T2.MarketDate <= T1.MarketDate

AND T2.MarketDate > DATEADD(WEEK, -1, T1.MarketDate))

)

SELECT Symbol,

MarketDate,

AVG(Volume) [RollVol]

FROM WeekTable

GROUP BY Symbol, MarketDate