BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026

Name: BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026
Creator: Strasmore
Published: 2026-08-09
License: https://www.strasmore.com/terms/

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 2026-08-09, from Midpoint Peg Orders Explained: Half-Cent Fills.

as of 2026-08-09 series 16×3read in context →

BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026 — 16 rows by 3 columns, computed 2026-08-09 from US exchange, SIP and OPRA data.
et_time	spread_cents	quote_count
09:00	2000.39	18
09:30	297.29	876
10:00	178.55	1163
10:30	163.93	1326
11:00	114.85	933
11:30	110.23	1316
12:00	135.33	1084
12:30	110.22	1125
13:00	133.36	1188
13:30	106.41	986
14:00	202.26	1578
14:30	159.63	1890
15:00	143.39	2251
15:30	111.39	3142
16:00	2333.96	28
16:30	319.6	5

Rows × columns: 16 × 3
Period covered: 09:00 to 16:30
Computed: 2026-08-09
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:00 to 16:30
`spread_cents`	number	106.41 to 2,333.96
`quote_count`	number	5 to 3,142	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 2026-08-09, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(
        toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE),
        '%H:%i')                                                      AS et_time,
    round(avg(toFloat64(ask_price) - toFloat64(bid_price)) * 100, 2)  AS spread_cents,
    count()                                                           AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'BLK'
  AND sip_timestamp >= '2026-06-17 13:00:00'
  AND sip_timestamp <  '2026-06-17 21:00:00'
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY et_time
ORDER BY et_time ASC

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