quoted_spreads
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 2026-09-26, from spy-vs-voo-vs-splg.
| ticker | avg_mid_price | avg_spread_cents | avg_spread_bps |
|---|---|---|---|
| SPY | 757.19 | 2.1 | 0.28 |
| VOO | 696.02 | 2.96 | 0.42 |
- Rows × columns
- 2 × 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 |
|---|---|---|---|
ticker |
text | 2 distinct values (SPY, VOO) | |
avg_mid_price |
number | 696.02 to 757.19 | US dollars |
avg_spread_cents |
number | 2.1 to 2.96 | |
avg_spread_bps |
number | 0.28 to 0.42 |
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,
round(avg((toFloat64(ask_price) + toFloat64(bid_price)) / 2), 2) AS avg_mid_price,
round(avg(toFloat64(ask_price) - toFloat64(bid_price)) * 100, 2) AS avg_spread_cents,
round(avg((toFloat64(ask_price) - toFloat64(bid_price))
/ ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)) * 10000, 2) AS avg_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'VOO', 'SPLG')
AND sip_timestamp >= toDateTime('2026-09-15 15:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-09-15 16:00:00', 'UTC')
AND bid_price > 0
AND ask_price > bid_price
GROUP BY ticker
ORDER BY avg_spread_bps
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