gap_by_weekday

Name: gap_by_weekday
Creator: Strasmore
Published: 2026-10-16
License: https://www.strasmore.com/terms/

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 2026-10-16, from tase-vs-us-trading-days.

as of 2026-10-16 ranking 5×4read in context →

gap_by_weekday — 5 rows by 4 columns, computed 2026-10-16 from US exchange, SIP and OPRA data.
weekday_label	avg_abs_gap_pct	over_1pct_rate	session_gap_count
שני	0.47	10.7	1089
שלישי	0.43	9	1194
רביעי	0.39	8.1	1192
חמישי	0.42	8.6	1170
שישי	0.45	9.4	1165

Rows × columns: 5 × 4
Computed: 2026-10-16
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 gap_by_weekday, derived from the stored result.
Column	Type	Range	Notes
`weekday_label`	text	5 distinct values (חמישי, רביעי, שישי…)
`avg_abs_gap_pct`	number	0.39 to 0.47	percent
`over_1pct_rate`	number	8.1 to 10.7	ratio or rate
`session_gap_count`	number	1,089 to 1,194	count

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 2026-10-16, 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.

WITH deduped AS
(
    SELECT
        date,
        max(toFloat64(open))  AS open_px,
        max(toFloat64(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
    GROUP BY date
),
chained AS
(
    SELECT
        date,
        open_px,
        lagInFrame(close_px) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close,
        lagInFrame(date)     OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_date
    FROM deduped
),
gaps AS
(
    SELECT
        toDayOfWeek(date)                     AS dow,
        abs(100 * (open_px / prev_close - 1)) AS abs_gap_pct
    FROM chained
    WHERE prev_close > 0
      AND open_px > 0
      AND dateDiff('day', prev_date, date) <= 4
)
SELECT
    multiIf(dow = 1, 'שני',
            dow = 2, 'שלישי',
            dow = 3, 'רביעי',
            dow = 4, 'חמישי',
            'שישי')                                AS weekday_label,
    round(avg(abs_gap_pct), 2)                     AS avg_abs_gap_pct,
    round(100 * countIf(abs_gap_pct > 1) / count(), 1) AS over_1pct_rate,
    count()                                        AS session_gap_count
FROM gaps
WHERE dow BETWEEN 1 AND 5
GROUP BY dow
ORDER BY dow

SQL to run

WITH deduped AS
(
    SELECT
        date,
        max(toFloat64(open))  AS open_px,
        max(toFloat64(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
    GROUP BY date
),
chained AS
(
    SELECT
        date,
        open_px,
        lagInFrame(close_px) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close,
        lagInFrame(date)     OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_date
    FROM deduped
),
gaps AS
(
    SELECT
        toDayOfWeek(date)                     AS dow,
        abs(100 * (open_px / prev_close - 1)) AS abs_gap_pct
    FROM chained
    WHERE prev_close > 0
      AND open_px > 0
      AND dateDiff('day', prev_date, date) <= 4
)
SELECT
    multiIf(dow = 1, 'שני',
            dow = 2, 'שלישי',
            dow = 3, 'רביעי',
            dow = 4, 'חמישי',
            'שישי')                                AS weekday_label,
    round(avg(abs_gap_pct), 2)                     AS avg_abs_gap_pct,
    round(100 * countIf(abs_gap_pct > 1) / count(), 1) AS over_1pct_rate,
    count()                                        AS session_gap_count
FROM gaps
WHERE dow BETWEEN 1 AND 5
GROUP BY dow
ORDER BY dow

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