STRASMORE/EXPLORE 2,170 QUERIES

NVDA vs SOXS: median quoted spread over the window, with the smallest single-session gap

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 2026-08-22, from What It Costs to Trade a Stock, Measured.

as of scalar 1×5read in context →
nvda spread bps
0.89
f spread bps
7.16
times wider
8
sessions measured
5
smallest daily gap x
7.9
Rows × columns
1 × 5
Computed
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 NVDA vs SOXS: median quoted spread over the window, with the smallest single-session gap, derived from the stored result.
ColumnTypeRangeNotes
nvda_spread_bps number every row is 0.89
f_spread_bps number every row is 7.16
times_wider number every row is 8
sessions_measured number every row is 5
smallest_daily_gap_x number every row is 7.9

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.

the exact SQL behind every number 
WITH per_day AS (
    SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS et_date,
           quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2), ticker = 'NVDA' AND bid_price > 0 AND ask_price > bid_price) * 10000 AS nvda_bps,
           quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2), ticker = 'F' AND bid_price > 0 AND ask_price > bid_price) * 10000 AS f_bps
    FROM global_markets.cache_stocks_quotes
    WHERE ticker IN ('NVDA', 'F')
      AND sip_timestamp >= toDateTime(today() - 10)
      AND sip_timestamp < toDateTime(today() - 3)
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY et_date
),
whole AS (
    SELECT quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2), ticker = 'NVDA' AND bid_price > 0 AND ask_price > bid_price) * 10000 AS nvda_bps,
           quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2), ticker = 'F' AND bid_price > 0 AND ask_price > bid_price) * 10000 AS f_bps
    FROM global_markets.cache_stocks_quotes
    WHERE ticker IN ('NVDA', 'F')
      AND sip_timestamp >= toDateTime(today() - 10)
      AND sip_timestamp < toDateTime(today() - 3)
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
)
SELECT round((SELECT nvda_bps FROM whole), 2) AS nvda_spread_bps,
       round((SELECT f_bps FROM whole), 2) AS f_spread_bps,
       round((SELECT f_bps FROM whole) / (SELECT nvda_bps FROM whole), 1) AS times_wider,
       (SELECT count() FROM per_day) AS sessions_measured,
       round((SELECT min(f_bps / nvda_bps) FROM per_day), 1) AS smallest_daily_gap_x

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