Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)
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 2026-08-07, from Level 1 vs Level 2 vs Level 3 Market Data.
| symbol | spread_bps | quote_update_count |
|---|---|---|
| SPY | 0.32 | 996649 |
| NVDA | 1.16 | 535650 |
| AAPL | 1.28 | 127659 |
| MSFT | 1.61 | 91308 |
| KO | 1.95 | 95441 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
spread_bps |
number | 0.32 to 1.95 | |
quote_update_count |
number | 91,308 to 996,649 | count |
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.
SELECT
ticker AS symbol,
round(avg((toFloat64(ask_price) - toFloat64(bid_price))
/ ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)) * 10000, 2) AS spread_bps,
count() AS quote_update_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND sip_timestamp >= '2026-06-17 14:00:00'
AND sip_timestamp < '2026-06-17 15:00:00'
AND bid_price > 0
AND ask_price > bid_price
AND (toFloat64(ask_price) - toFloat64(bid_price)) / toFloat64(bid_price) < 0.05
GROUP BY symbol
ORDER BY spread_bps
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.