{"slug":"krx-after-hours-trading","qid":"us_quoted_spread","label":"us_quoted_spread","post_title":"krx-after-hours-trading","post_url":"/blog/krx-after-hours-trading#q-us_quoted_spread","columns":["et_time","median_spread_bps","p90_spread_bps"],"rows":[{"et_time":"08:00","median_spread_bps":4.52,"p90_spread_bps":7.84},{"et_time":"08:30","median_spread_bps":5.58,"p90_spread_bps":9.36},{"et_time":"09:00","median_spread_bps":7.57,"p90_spread_bps":14.54},{"et_time":"09:30","median_spread_bps":1.51,"p90_spread_bps":3.64},{"et_time":"10:00","median_spread_bps":1.21,"p90_spread_bps":1.82},{"et_time":"10:30","median_spread_bps":1.21,"p90_spread_bps":1.82},{"et_time":"11:00","median_spread_bps":0.91,"p90_spread_bps":1.52},{"et_time":"11:30","median_spread_bps":0.91,"p90_spread_bps":1.52},{"et_time":"12:00","median_spread_bps":0.91,"p90_spread_bps":1.21},{"et_time":"12:30","median_spread_bps":0.91,"p90_spread_bps":1.21},{"et_time":"13:00","median_spread_bps":0.61,"p90_spread_bps":1.21},{"et_time":"13:30","median_spread_bps":0.61,"p90_spread_bps":1.21},{"et_time":"14:00","median_spread_bps":0.6,"p90_spread_bps":0.91},{"et_time":"14:30","median_spread_bps":0.61,"p90_spread_bps":0.91},{"et_time":"15:00","median_spread_bps":0.61,"p90_spread_bps":1.21},{"et_time":"15:30","median_spread_bps":0.6,"p90_spread_bps":1.21},{"et_time":"16:00","median_spread_bps":4.53,"p90_spread_bps":8.76},{"et_time":"16:30","median_spread_bps":3.02,"p90_spread_bps":4.52},{"et_time":"17:00","median_spread_bps":3.02,"p90_spread_bps":6.33},{"et_time":"17:30","median_spread_bps":2.71,"p90_spread_bps":3.32},{"et_time":"18:00","median_spread_bps":4.22,"p90_spread_bps":8.74},{"et_time":"18:30","median_spread_bps":3.32,"p90_spread_bps":5.73},{"et_time":"19:00","median_spread_bps":3.16,"p90_spread_bps":5.73},{"et_time":"19:30","median_spread_bps":2.71,"p90_spread_bps":4.52}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,\n    round(quantileDeterministic(0.5)(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 2) AS median_spread_bps,\n    round(quantileDeterministic(0.9)(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 2) AS p90_spread_bps\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= toDateTime('2026-09-15 08:00:00', 'America/New_York')\n  AND sip_timestamp <  toDateTime('2026-09-15 20:00:00', 'America/New_York')\n  AND bid_price > 0\n  AND ask_price > bid_price\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-09-23T14:45:37.143139+00:00","elapsed":0.0034405}