How far SPY sat from its own closing print, by time of day

WITH bars AS
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        toTimeZone(window_start, 'America/New_York')         AS et_ts,
        toFloat64(close)                                     AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 370
      AND window_start <  today() - 2
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
),
session_close AS
(
    SELECT
        session_date,
        argMax(px, et_ts) AS close_px
    FROM bars
    GROUP BY session_date
)
SELECT
    formatDateTime(toStartOfInterval(b.et_ts, INTERVAL 30 minute), '%H:%i') AS et_time,
    round(quantileDeterministic(0.5)(abs(b.px / c.close_px - 1) * 100, toUInt32(toUnixTimestamp(b.et_ts))), 3) AS median_gap_pct,
    round(quantileDeterministic(0.9)(abs(b.px / c.close_px - 1) * 100, toUInt32(toUnixTimestamp(b.et_ts))), 3) AS p90_gap_pct
FROM bars AS b
INNER JOIN session_close AS c ON c.session_date = b.session_date
GROUP BY et_time
ORDER BY et_time