Quoted spread across six household names, 10:00 to 10:10 ET on 2026-09-15
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 2026-10-08, from Market Orders With Protection on CME Globex.
| symbol | spread_bps | one_cent_bps | quote_count |
|---|---|---|---|
| SPY | 0.25 | 0.13 | 72284 |
| NVDA | 1.08 | 0.47 | 65864 |
| AAPL | 1.26 | 0.3 | 28539 |
| KO | 1.29 | 1.13 | 16486 |
| MSFT | 2.02 | 0.2 | 7885 |
| F | 7.3 | 7.29 | 4328 |
- Rows × columns
- 6 × 4
- 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 | 6 distinct values (AAPL, F, KO…) | |
spread_bps |
number | 0.25 to 7.3 | |
one_cent_bps |
number | 0.13 to 7.29 | |
quote_count |
number | 4,328 to 72,284 | 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,
round(avg(0.01 / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)) * 10000, 2) AS one_cent_bps,
count() AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'F')
AND sip_timestamp >= toDateTime('2026-09-15 14:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-09-15 14:10:00', 'UTC')
AND bid_price > 0
AND ask_price > bid_price
AND (toFloat64(ask_price) - toFloat64(bid_price)) / toFloat64(bid_price) < 0.05
GROUP BY ticker
ORDER BY spread_bps
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