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 2026-09-20, from What It Costs to Trade a Stock, Measured.
- Rows × columns
- 1 × 5
- 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 |
|---|---|---|---|
nvda_spread_bps |
number | every row is 0.92 | |
f_spread_bps |
number | every row is 7.23 | |
times_wider |
number | every row is 7.9 | |
sessions_measured |
number | every row is 5 | |
smallest_daily_gap_x |
number | every row is 7.7 |
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 , 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 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