SPY absolute daily move, median and 90th percentile by year

WITH daily AS
(
    SELECT
        date,
        abs(close_f / prev_close - 1) * 100 AS abs_move_pct
    FROM
    (
        SELECT
            date,
            close_f,
            lagInFrame(close_f) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
        FROM
        (
            SELECT date, avg(toFloat64(close)) AS close_f
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'SPY'
              AND date >= '2018-12-01'
            GROUP BY date
        )
    )
    WHERE prev_close > 0
)
SELECT
    toString(toYear(date))                                                         AS year,
    round(quantileDeterministic(0.5)(abs_move_pct, toUInt32(toYYYYMMDD(date))), 2) AS median_move_pct,
    round(quantileDeterministic(0.9)(abs_move_pct, toUInt32(toYYYYMMDD(date))), 2) AS p90_move_pct,
    count()                                                                        AS sessions_count
FROM daily
WHERE date >= '2019-01-01'
GROUP BY year
ORDER BY year