BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026
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.
| 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
- 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 |
|---|---|---|---|
et_time |
text | 16 distinct values (09:00, 09:30, 10:00…) | |
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 , and the query below is what returned them.
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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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