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About uniQure N.V. (QURE) data

Data as of August 14, 2026.

uniQure N.V. (QURE) has 10.77M shares sold short as of the latest FINRA settlement report on August 14, 2026. Short interest has increased by 0.81% compared with the prior settlement. At the current average daily volume, covering all open short positions would take about 9.84 days (days to cover).

Recent QURE short interest history

Settlement date Short interest Change Days to cover
Aug 14, 2026 10,770,406 0.81% 9.84
Jul 31, 2026 10,683,529 3.05% 6.79
Jul 15, 2026 10,367,823 -9.80% 7.12
Jun 30, 2026 11,494,705 -2.63% 2.57
Jun 15, 2026 11,805,442 6.35% 8.19
May 29, 2026 11,100,357 7.79% 9.04
May 15, 2026 10,298,060 -4.51% 4.01
Apr 30, 2026 10,784,518 -2.82% 7.03
Apr 15, 2026 11,097,615 1.06% 7.40
Mar 31, 2026 10,981,448 -13.66% 5.53
Mar 13, 2026 12,718,685 0.80% 1.56
Feb 27, 2026 12,617,484 17.62% 3.31

Full history, charts, and borrow-fee detail are on the QURE short interest page.

Frequently asked questions

What is the current short interest in QURE?

As of the latest FINRA settlement dated August 14, 2026, QURE had approximately 10,770,406 shares sold short. Short interest data is reported by FINRA twice per month.

How much does it cost to short QURE?

The latest borrow fee (cost to borrow) for QURE is 0.33% per year, based on IBKR data. Fees can change throughout the trading day as shares are borrowed and returned.

What is the days to cover ratio for QURE?

Days to cover for QURE is approximately 9.84 days. This estimates how many trading days it would take short sellers to buy back all outstanding short shares at the current average daily volume.

Is QURE a short squeeze candidate?

A squeeze needs shorts that are hard to close. QURE trades about 1,094,064 shares a day and would take roughly 9.84 days to unwind current short positions, at a current borrow fee of 0.33%. Higher days-to-cover and a rising borrow fee together are the setup to watch; neither alone is enough.

Not investment advice. Past performance does not guarantee future results.

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