{"slug":"aapl-earnings-day-moves","qid":"open_spread","label":"open_spread","post_title":"aapl-earnings-day-moves","post_url":"/blog/lang/ur/aapl-earnings-day-moves#q-open_spread","columns":["et_time","avg_spread_bps","p95_spread_bps","quote_count_millions"],"rows":[{"et_time":"09:00","avg_spread_bps":4.32,"p95_spread_bps":12.55,"quote_count_millions":0.001},{"et_time":"09:10","avg_spread_bps":4.1,"p95_spread_bps":10.43,"quote_count_millions":0.001},{"et_time":"09:20","avg_spread_bps":5.2,"p95_spread_bps":15.79,"quote_count_millions":0.002},{"et_time":"09:30","avg_spread_bps":2.45,"p95_spread_bps":4.87,"quote_count_millions":0.051},{"et_time":"09:40","avg_spread_bps":1.98,"p95_spread_bps":3.3,"quote_count_millions":0.045},{"et_time":"09:50","avg_spread_bps":1.92,"p95_spread_bps":3.29,"quote_count_millions":0.036},{"et_time":"10:00","avg_spread_bps":1.74,"p95_spread_bps":2.89,"quote_count_millions":0.036},{"et_time":"10:10","avg_spread_bps":2,"p95_spread_bps":3.3,"quote_count_millions":0.028},{"et_time":"10:20","avg_spread_bps":1.81,"p95_spread_bps":2.91,"quote_count_millions":0.029},{"et_time":"10:30","avg_spread_bps":1.54,"p95_spread_bps":2.49,"quote_count_millions":0.022},{"et_time":"10:40","avg_spread_bps":1.74,"p95_spread_bps":2.5,"quote_count_millions":0.028},{"et_time":"10:50","avg_spread_bps":1.54,"p95_spread_bps":2.49,"quote_count_millions":0.017}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,\n    round(avg((toFloat64(ask_price) - toFloat64(bid_price))\n              / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS avg_spread_bps,\n    round(quantileDeterministic(0.95)((toFloat64(ask_price) - toFloat64(bid_price))\n              / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, toUInt64(sequence_number)), 2) AS p95_spread_bps,\n    round(count() / 1000000, 3) AS quote_count_millions\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2025-01-31 14:00:00'\n  AND sip_timestamp <  '2025-01-31 16:00:00'\n  AND bid_price > 0\n  AND ask_price > bid_price\n  AND bid_size > 0\n  AND ask_size > 0\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-10-03T15:53:48.746662+00:00","elapsed":0.001839075}