spread_jst
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 2026-10-03, from us-premarket-and-after-hours-japan-time.
| jst_hour | spread_bps | quote_count |
|---|---|---|
| 17:00 | 8.46 | 1238 |
| 18:00 | 10.27 | 514 |
| 19:00 | 8.15 | 377 |
| 20:00 | 6.64 | 1341 |
| 21:00 | 4.23 | 652 |
| 22:00 | 2.09 | 103597 |
| 23:00 | 1.2 | 79653 |
| 00:00 | 1.2 | 68686 |
| 01:00 | 0.9 | 43372 |
| 02:00 | 0.9 | 43248 |
| 03:00 | 1.2 | 121565 |
| 04:00 | 0.91 | 163432 |
| 05:00 | 3.91 | 935 |
| 06:00 | 2.71 | 325 |
| 07:00 | 8.12 | 810 |
| 08:00 | 6.92 | 6702 |
- Rows × columns
- 16 × 3
- 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 |
|---|---|---|---|
jst_hour |
text | 16 distinct values (00:00, 01:00, 02:00…) | |
spread_bps |
number | 0.9 to 10.27 | |
quote_count |
number | 325 to 163,432 | 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 , 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
jst_hour,
spread_bps,
quote_count
FROM
(
SELECT
formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'Asia/Tokyo')), '%H:%i') AS jst_hour,
(toHour(toTimeZone(sip_timestamp, 'Asia/Tokyo')) + 7) % 24 AS session_order,
round(quantileDeterministic(0.5)(
10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / toFloat64(bid_price),
toUInt64(sequence_number)), 2) AS spread_bps,
count() AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-16 08:00:00')
AND sip_timestamp < toDateTime('2026-09-17 00:00:00')
AND bid_price > 0
AND ask_price > bid_price
GROUP BY jst_hour, session_order
)
ORDER BY session_order
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