spread_compare
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 2026-10-03, from open-source-trading-terminal-for-python.
| symbol | median_spread_bps | p90_spread_bps | quote_millions |
|---|---|---|---|
| SPY | 0.27 | 0.4 | 0.44 |
| KO | 1.23 | 2.47 | 0.04 |
| AAPL | 1.35 | 2.03 | 0.14 |
| NVDA | 1.43 | 1.44 | 0.3 |
| MSFT | 1.76 | 3.26 | 0.05 |
| NVR | 75.75 | 92.25 | 0 |
- Rows × columns
- 6 × 4
- 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 |
|---|---|---|---|
symbol |
text | 6 distinct values (AAPL, KO, MSFT…) | |
median_spread_bps |
number | 0.27 to 75.75 | |
p90_spread_bps |
number | 0.4 to 92.25 | |
quote_millions |
number | 0 to 0.44 |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
ticker AS symbol,
round(quantileDeterministic(0.5)(spread_bps, toUInt64(sequence_number)), 2) AS median_spread_bps,
round(quantileDeterministic(0.9)(spread_bps, toUInt64(sequence_number)), 2) AS p90_spread_bps,
round(count() / 1e6, 2) AS quote_millions
FROM
(
SELECT
ticker,
sequence_number,
(toFloat64(ask_price) - toFloat64(bid_price))
/ ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000 AS spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'NVR')
AND sip_timestamp >= '2026-06-15 14:00:00'
AND sip_timestamp < '2026-06-15 14:30:00'
AND bid_price > 0
AND ask_price > bid_price
)
GROUP BY ticker
ORDER BY median_spread_bps
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