spread_aapl
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 2026-10-07, from us-premarket-and-after-hours-vietnam-time.
| ict_time | et_time | avg_spread_bps | quote_count_thousands |
|---|---|---|---|
| 15:00 | 04:00 | 7.42 | 2 |
| 16:00 | 05:00 | 5.93 | 0 |
| 17:00 | 06:00 | 7.2 | 1 |
| 18:00 | 07:00 | 5.39 | 1 |
| 19:00 | 08:00 | 5.25 | 1 |
| 20:00 | 09:00 | 2.03 | 101 |
| 21:00 | 10:00 | 1.22 | 135 |
| 22:00 | 11:00 | 0.98 | 104 |
| 23:00 | 12:00 | 0.81 | 82 |
| 00:00 | 13:00 | 0.69 | 66 |
| 01:00 | 14:00 | 0.61 | 71 |
| 02:00 | 15:00 | 0.65 | 113 |
| 03:00 | 16:00 | 4.46 | 1 |
| 04:00 | 17:00 | 3.24 | 0 |
| 05:00 | 18:00 | 3.87 | 1 |
| 06:00 | 19:00 | 3.11 | 0 |
- Rows × columns
- 16 × 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 |
|---|---|---|---|
ict_time |
text | 16 distinct values (00:00, 01:00, 02:00…) | |
et_time |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
avg_spread_bps |
number | 0.61 to 7.42 | |
quote_count_thousands |
number | 0 to 135 | 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.
WITH quotes AS
(
SELECT
toTimeZone(sip_timestamp, 'America/New_York') AS et,
toTimeZone(sip_timestamp, 'Asia/Ho_Chi_Minh') AS ict,
10000 * toFloat64(ask_price - bid_price)
/ toFloat64((ask_price + bid_price) / 2) AS spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-15 08:00:00')
AND sip_timestamp < toDateTime('2026-09-16 00:00:00')
AND bid_price > 0
AND ask_price > bid_price
AND toFloat64(ask_price - bid_price) / toFloat64(bid_price) < 0.05
)
SELECT
formatDateTime(ict, '%H:00') AS ict_time,
formatDateTime(et, '%H:00') AS et_time,
round(avg(spread_bps), 2) AS avg_spread_bps,
round(count() / 1000) AS quote_count_thousands
FROM quotes
GROUP BY ict_time, et_time
ORDER BY et_time
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