spreads_berliner_stunden

Name: spreads_berliner_stunden
Creator: Strasmore
Published: 2026-10-01
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 2026-10-01, from us-market-volume-by-hour-german-time.

as of 2026-10-01 series 7×5read in context →

spreads_berliner_stunden — 7 rows by 5 columns, computed 2026-10-01 from US exchange, SIP and OPRA data.
berlin_time	spread_aapl_bps	spread_ko_bps	aufschlag_faktor_aapl	rang_breite
15:30-16:30	1.79	2.26	1.99	1
16:30-17:30	1.2	1.13	1.33	4
17:30-18:30	1.2	1.13	1.33	3
18:30-19:30	0.9	1.13	1	6
19:30-20:30	0.9	1.13	1	7
20:30-21:30	1.5	1.13	1.67	2
21:30-22:00	0.9	1.14	1	5

Rows × columns: 7 × 5
Computed: 2026-10-01
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 spreads_berliner_stunden, derived from the stored result.
Column	Type	Range
`berlin_time`	text	7 distinct values (15:30-16:30, 16:30-17:30, 17:30-18:30…)
`spread_aapl_bps`	number	0.9 to 1.79
`spread_ko_bps`	number	1.13 to 2.26
`aufschlag_faktor_aapl`	number	1 to 1.99
`rang_breite`	number	1 to 7

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 2026-10-01, 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
    berlin_time,
    spread_aapl_bps,
    spread_ko_bps,
    round(spread_aapl_bps / min(spread_aapl_bps) OVER (), 2)   AS aufschlag_faktor_aapl,
    row_number() OVER (ORDER BY spread_aapl_bps DESC)          AS rang_breite
FROM
(
    SELECT
        intDiv(berlin_minute - 930, 60) AS bucket,
        concat(
            leftPad(toString(intDiv(930 + 60 * bucket, 60)), 2, '0'), ':',
            leftPad(toString(modulo(930 + 60 * bucket, 60)), 2, '0'), '-',
            leftPad(toString(intDiv(least(990 + 60 * bucket, 1320), 60)), 2, '0'), ':',
            leftPad(toString(modulo(least(990 + 60 * bucket, 1320), 60)), 2, '0')
        )                               AS berlin_time,
        round(quantileDeterministicIf(0.5)(spread_bps, sequence_number, ticker = 'AAPL'), 2) AS spread_aapl_bps,
        round(quantileDeterministicIf(0.5)(spread_bps, sequence_number, ticker = 'KO'), 2)   AS spread_ko_bps
    FROM
    (
        SELECT
            ticker,
            toUInt64(sequence_number) AS sequence_number,
            toHour(toTimeZone(sip_timestamp, 'Europe/Berlin')) * 60
                + toMinute(toTimeZone(sip_timestamp, 'Europe/Berlin')) AS berlin_minute,
            10000 * (toFloat64(ask_price) - toFloat64(bid_price))
                  / (0.5 * (toFloat64(ask_price) + toFloat64(bid_price))) AS spread_bps
        FROM global_markets.cache_stocks_quotes
        WHERE ticker IN ('AAPL', 'KO')
          AND sip_timestamp >= '2026-09-16 13:30:00'
          AND sip_timestamp <  '2026-09-16 20:00:00'
          AND bid_price > 0
          AND ask_price > bid_price
    )
    WHERE berlin_minute >= 930 AND berlin_minute < 1320
    GROUP BY bucket, berlin_time
    HAVING countIf(ticker = 'AAPL') > 0 AND countIf(ticker = 'KO') > 0
)
ORDER BY bucket

SQL to run

SELECT
    berlin_time,
    spread_aapl_bps,
    spread_ko_bps,
    round(spread_aapl_bps / min(spread_aapl_bps) OVER (), 2)   AS aufschlag_faktor_aapl,
    row_number() OVER (ORDER BY spread_aapl_bps DESC)          AS rang_breite
FROM
(
    SELECT
        intDiv(berlin_minute - 930, 60) AS bucket,
        concat(
            leftPad(toString(intDiv(930 + 60 * bucket, 60)), 2, '0'), ':',
            leftPad(toString(modulo(930 + 60 * bucket, 60)), 2, '0'), '-',
            leftPad(toString(intDiv(least(990 + 60 * bucket, 1320), 60)), 2, '0'), ':',
            leftPad(toString(modulo(least(990 + 60 * bucket, 1320), 60)), 2, '0')
        )                               AS berlin_time,
        round(quantileDeterministicIf(0.5)(spread_bps, sequence_number, ticker = 'AAPL'), 2) AS spread_aapl_bps,
        round(quantileDeterministicIf(0.5)(spread_bps, sequence_number, ticker = 'KO'), 2)   AS spread_ko_bps
    FROM
    (
        SELECT
            ticker,
            toUInt64(sequence_number) AS sequence_number,
            toHour(toTimeZone(sip_timestamp, 'Europe/Berlin')) * 60
                + toMinute(toTimeZone(sip_timestamp, 'Europe/Berlin')) AS berlin_minute,
            10000 * (toFloat64(ask_price) - toFloat64(bid_price))
                  / (0.5 * (toFloat64(ask_price) + toFloat64(bid_price))) AS spread_bps
        FROM global_markets.cache_stocks_quotes
        WHERE ticker IN ('AAPL', 'KO')
          AND sip_timestamp >= '2026-09-16 13:30:00'
          AND sip_timestamp <  '2026-09-16 20:00:00'
          AND bid_price > 0
          AND ask_price > bid_price
    )
    WHERE berlin_minute >= 930 AND berlin_minute < 1320
    GROUP BY bucket, berlin_time
    HAVING countIf(ticker = 'AAPL') > 0 AND countIf(ticker = 'KO') > 0
)
ORDER BY bucket

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