{"slug":"market-recap-2026-07-27","qid":"quote_snapshot","label":"Seven names: RTH median quoted spread in basis points, with quote-quality counts, July 27","post_title":"Market Recap: July 27, 2026, The Day in Numbers","post_url":"/blog/market-recap-2026-07-27#q-quote_snapshot","columns":["ticker","median_spread_bps","quote_updates_m","one_sided_quote_count","crossed_quote_count"],"rows":[{"ticker":"AAPL","median_spread_bps":1.19,"quote_updates_m":2.3,"one_sided_quote_count":0,"crossed_quote_count":434},{"ticker":"DIA","median_spread_bps":0.58,"quote_updates_m":1.77,"one_sided_quote_count":0,"crossed_quote_count":75},{"ticker":"IWM","median_spread_bps":0.68,"quote_updates_m":2.63,"one_sided_quote_count":0,"crossed_quote_count":1095},{"ticker":"NVDA","median_spread_bps":1.02,"quote_updates_m":2.91,"one_sided_quote_count":0,"crossed_quote_count":925},{"ticker":"QQQ","median_spread_bps":0.59,"quote_updates_m":5.98,"one_sided_quote_count":0,"crossed_quote_count":640},{"ticker":"SPY","median_spread_bps":0.27,"quote_updates_m":4.55,"one_sided_quote_count":0,"crossed_quote_count":3157},{"ticker":"TSLA","median_spread_bps":2.61,"quote_updates_m":0.73,"one_sided_quote_count":0,"crossed_quote_count":639}],"shape":"table","sql":"SELECT ticker,\n       round(quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price), 2) AS median_spread_bps,\n       round(count() / 1e6, 2) AS quote_updates_m,\n       countIf(bid_price <= 0 OR ask_price <= 0) AS one_sided_quote_count,\n       countIf(bid_price > ask_price AND bid_price > 0 AND ask_price > 0) AS crossed_quote_count\nFROM global_markets.cache_stocks_quotes\nWHERE ticker IN ('AAPL', 'DIA', 'IWM', 'NVDA', 'QQQ', 'SPY', 'TSLA')\n  AND sip_timestamp >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00'\nGROUP BY ticker\nHAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0\nORDER BY ticker","computed_at":"2026-08-01T23:31:05.310094+00:00","elapsed":11.620019177}