Quoted spread against average share volume, US listed ETFs

WITH
    quoted AS
    (
        SELECT
            ticker,
            round(10000 * avg(2 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price)), 2) AS spread_bps
        FROM global_markets.cache_stocks_quotes
        WHERE ticker IN ('SPY', 'VOO', 'VV', 'SPLG', 'IWC', 'EPHE')
          AND sip_timestamp >= '2026-06-17 15:00:00'
          AND sip_timestamp <  '2026-06-17 16:00:00'
          AND bid_price > 0
          AND ask_price > bid_price
        GROUP BY ticker
    ),
    traded AS
    (
        SELECT
            ticker,
            formatReadableQuantity(round(avg(volume))) AS avg_daily_shares
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'VOO', 'VV', 'SPLG', 'IWC', 'EPHE')
          AND date >= '2026-03-17'
          AND date <  '2026-06-18'
        GROUP BY ticker
    )
SELECT
    q.ticker           AS ticker,
    q.spread_bps       AS spread_bps,
    t.avg_daily_shares AS avg_daily_shares
FROM quoted AS q
INNER JOIN traded AS t ON t.ticker = q.ticker
ORDER BY q.spread_bps ASC