{"slug":"mbo-vs-mbp-order-book-data","qid":"trade_size_mix","label":"Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)","post_title":"MBO vs MBP Order Book Data Explained","post_url":"/blog/mbo-vs-mbp-order-book-data#q-trade_size_mix","columns":["trade_size_bucket","trade_count","share_pct","avg_shares"],"rows":[{"trade_size_bucket":"1 to 99 shares","trade_count":70157,"share_pct":92.3,"avg_shares":17},{"trade_size_bucket":"100 to 199 shares","trade_count":4257,"share_pct":5.6,"avg_shares":116},{"trade_size_bucket":"200 to 499 shares","trade_count":1253,"share_pct":1.6,"avg_shares":264},{"trade_size_bucket":"500 to 999 shares","trade_count":206,"share_pct":0.3,"avg_shares":623},{"trade_size_bucket":"1000 or more shares","trade_count":110,"share_pct":0.1,"avg_shares":3853}],"shape":"ranking","sql":"SELECT\n    multiIf(size < 100,  '1 to 99 shares',\n            size < 200,  '100 to 199 shares',\n            size < 500,  '200 to 499 shares',\n            size < 1000, '500 to 999 shares',\n            '1000 or more shares')                 AS trade_size_bucket,\n    count()                                        AS trade_count,\n    round(100 * count() / sum(count()) OVER (), 1) AS share_pct,\n    round(avg(size))                               AS avg_shares\nFROM global_markets.stocks_trades\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-06-16 14:00:00'\n  AND sip_timestamp <  '2026-06-16 14:30:00'\n  AND size > 0\nGROUP BY trade_size_bucket\nORDER BY min(size)","computed_at":"2026-08-12T15:20:10.111152+00:00","elapsed":0.00214446}