AAPL median quoted spread: regular session vs extended hours (past week, full sessions)
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-28, from Premarket and After-Hours Trading Hours (ET).
| trading_session | median_spread_cents | median_spread_bps |
|---|---|---|
| extended hours (premarket + after-hours) | 16 | 4.8 |
| regular session (9:30 am - 4:00 pm ET) | 3 | 0.9 |
- Rows × columns
- 2 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
trading_session |
text | 2 distinct values | |
median_spread_cents |
number | 3 to 16 | |
median_spread_bps |
number | 0.9 to 4.8 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH full_sessions AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND window_start >= now() - INTERVAL 7 DAY
AND toDate(toTimeZone(window_start, 'America/New_York')) < toDate(toTimeZone(now(), 'America/New_York'))
GROUP BY session_date
HAVING max(toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 1140
)
SELECT trading_session,
round(quantileDeterministic(0.5)(spread_usd, tsk) * 100, 1) AS median_spread_cents,
round(quantileDeterministic(0.5)(spread_bps, tsk), 1) AS median_spread_bps
FROM (
SELECT if(m BETWEEN 570 AND 959, 'regular session (9:30 am - 4:00 pm ET)', 'extended hours (premarket + after-hours)') AS trading_session,
toFloat64(ask_price - bid_price) AS spread_usd,
toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2) * 10000 AS spread_bps,
toUInt64(sip_timestamp) AS tsk,
toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York')) AS m
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= now() - INTERVAL 7 DAY
AND toDate(toTimeZone(sip_timestamp, 'America/New_York')) IN (SELECT session_date FROM full_sessions)
AND bid_price > 0
AND ask_price > bid_price
AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) BETWEEN 240 AND 1199
)
GROUP BY trading_session
ORDER BY trading_session
AI 어시스턴트에서 이 데이터로 작업하기
이 페이지의 데이터로 바로 쿼리할 수 있게 열립니다. 무료, 계정 불필요.