STRASMORE/EXPLORE 2,170 QUERIES

Stock quote spread and depth by session: the four weeks from listing and the trailing three

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 2026-08-20, from SPCX: SpaceX Stock Price Decline From Peak.

as of series 33×5read in context →
Stock quote spread and depth by session: the four weeks from listing and the trailing three — 33 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelavg_spread_bpsavg_depthdropped_invalid
2026-06-12Jun 1210.74950624988
2026-06-15Jun 155.1923678411
2026-06-16Jun 167.1414787679
2026-06-17Jun 17810794348
2026-06-18Jun 183.9786110114
2026-06-22Jun 222.5355303898
2026-06-23Jun 233.4446574050
2026-06-24Jun 246.552411970
2026-06-25Jun 255.632401335
2026-06-26Jun 264.348252960
2026-06-29Jun 294.543312280
2026-06-30Jun 304.413201227
2026-07-01Jul 13.423123839
2026-07-02Jul 24.53191411
2026-07-06Jul 63.823842449
2026-07-07Jul 74.1832653394
2026-07-08Jul 84.814562013
2026-07-09Jul 94.723281485
2026-07-10Jul 103.66853692
2026-07-30Jul 304.682892355
2026-07-31Jul 313.4237211475
2026-08-03Aug 34.618071661
2026-08-04Aug 44.273513038
2026-08-05Aug 52.9919208104
2026-08-06Aug 63.128097466
2026-08-07Aug 74.424997362
2026-08-10Aug 104.24236043
2026-08-11Aug 113.733524481
2026-08-12Aug 123.544924956
2026-08-13Aug 132.9139510457
2026-08-14Aug 143.167633878
2026-08-17Aug 173.033745839
2026-08-18Aug 182.963345924
Rows × columns
33 × 5
Period covered
to
Computed
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 Stock quote spread and depth by session: the four weeks from listing and the trailing three, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-06-12 to 2026-08-18
session_label text 33 distinct values (Aug 10, Aug 11, Aug 12…)
avg_spread_bps number 2.53 to 10.74
avg_depth number 240 to 9,506
dropped_invalid number 1,227 to 24,988

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.

the exact SQL behind every number 
SELECT
    toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,
    formatDateTime(toDate(toTimeZone(sip_timestamp, 'America/New_York')), '%b %e') AS session_label,
    round(avgIf((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price > bid_price), 2) AS avg_spread_bps,
    round(avgIf((toFloat64(ask_size) + toFloat64(bid_size)) / 2, bid_price > 0 AND ask_price > bid_price), 0) AS avg_depth,
    countIf(NOT (bid_price > 0 AND ask_price > bid_price)) AS dropped_invalid
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'SPCX'
  AND sip_timestamp < now()
  AND ((sip_timestamp >= '2026-06-12 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00')
       OR sip_timestamp >= now() - INTERVAL 21 DAY)
  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY session_date, session_label
HAVING countIf(bid_price > 0 AND ask_price > bid_price) > 0
ORDER BY session_date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: SpaceX Stock Price Decline From Peak
Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listing series 47×7 → SPY vs SPCX open-to-close, regular hours, trailing three weeks series 15×4 → Put/call volume ratio by session, trailing three weeks series 15×5 → Latest complete session, half-hour path: closes, lows, and volume series 7×4 → Options quote spread and size at the touch, the sessions on file in the past week and a half series 4×6 → Latest session on file: the busiest SPCX option contracts by volume table 10×5 → See all 2,170 queries →