{"slug":"most-active-stocks-after-hours","qid":"ah_spread_trace","label":"ah_spread_trace","post_title":"most-active-stocks-after-hours","post_url":"/blog/most-active-stocks-after-hours#q-ah_spread_trace","columns":["et_time","median_spread_bps","median_quoted_size"],"rows":[{"et_time":"15:00","median_spread_bps":1.17,"median_quoted_size":200},{"et_time":"15:30","median_spread_bps":1.18,"median_quoted_size":200},{"et_time":"16:00","median_spread_bps":4.74,"median_quoted_size":280},{"et_time":"16:30","median_spread_bps":5.32,"median_quoted_size":160},{"et_time":"17:00","median_spread_bps":4.13,"median_quoted_size":320},{"et_time":"17:30","median_spread_bps":2.06,"median_quoted_size":520},{"et_time":"18:00","median_spread_bps":10.91,"median_quoted_size":160},{"et_time":"18:30","median_spread_bps":7.08,"median_quoted_size":160},{"et_time":"19:00","median_spread_bps":5.88,"median_quoted_size":200},{"et_time":"19:30","median_spread_bps":5.58,"median_quoted_size":240}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,\n    round(quantileDeterministic(0.5)(20000 * toFloat64(ask_price - bid_price)\n                                             / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 2) AS median_spread_bps,\n    round(quantileDeterministic(0.5)(toFloat64(bid_size + ask_size), toUInt64(sequence_number)))                AS median_quoted_size\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-07-29 19:00:00'\n  AND sip_timestamp <  '2026-07-30 00:00:00'\n  AND bid_price > 0\n  AND ask_price > bid_price\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-10-03T15:14:18.718254+00:00","elapsed":0.002845125}