{"slug":"us-market-volume-by-hour-east-africa-time","qid":"spread_by_hour","label":"spread_by_hour","post_title":"us-market-volume-by-hour-east-africa-time","post_url":"/blog/lang/sw/us-market-volume-by-hour-east-africa-time#q-spread_by_hour","columns":["eat_time","et_time","avg_spread_bps","quote_count_per_minute"],"rows":[{"eat_time":"14:00","et_time":"07:00","avg_spread_bps":6.4,"quote_count_per_minute":22},{"eat_time":"15:00","et_time":"08:00","avg_spread_bps":4.21,"quote_count_per_minute":11},{"eat_time":"16:00","et_time":"09:00","avg_spread_bps":2.22,"quote_count_per_minute":1727},{"eat_time":"17:00","et_time":"10:00","avg_spread_bps":1.36,"quote_count_per_minute":1328},{"eat_time":"18:00","et_time":"11:00","avg_spread_bps":1.13,"quote_count_per_minute":1145},{"eat_time":"19:00","et_time":"12:00","avg_spread_bps":0.93,"quote_count_per_minute":723},{"eat_time":"20:00","et_time":"13:00","avg_spread_bps":0.79,"quote_count_per_minute":721},{"eat_time":"21:00","et_time":"14:00","avg_spread_bps":1.32,"quote_count_per_minute":2026},{"eat_time":"22:00","et_time":"15:00","avg_spread_bps":1.11,"quote_count_per_minute":2724},{"eat_time":"23:00","et_time":"16:00","avg_spread_bps":4.48,"quote_count_per_minute":16},{"eat_time":"00:00","et_time":"17:00","avg_spread_bps":3.38,"quote_count_per_minute":5},{"eat_time":"01:00","et_time":"18:00","avg_spread_bps":8.15,"quote_count_per_minute":14},{"eat_time":"02:00","et_time":"19:00","avg_spread_bps":6.69,"quote_count_per_minute":112}],"shape":"series","sql":"SELECT\n    formatDateTime(toTimeZone(sip_timestamp, 'Africa/Nairobi'),   '%H:00') AS eat_time,\n    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:00') AS et_time,\n    round(avg(10000 * (toFloat64(ask_price) - toFloat64(bid_price))\n                    / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)), 2) AS avg_spread_bps,\n    round(count() / 60.0, 0)                                               AS quote_count_per_minute\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-09-16 11:00:00'\n  AND sip_timestamp <  '2026-09-17 00:00:00'\n  AND bid_price > 0\n  AND ask_price > bid_price\nGROUP BY eat_time, et_time\nORDER BY et_time","computed_at":"2026-10-06T15:53:44.765636+00:00","elapsed":0.00243113}