Average quoted spread across five household names, mid-session
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 2026-10-09, from What Limit Price Should I Set on a Stock?.
| symbol | spread_cents | spread_bps | quote_count |
|---|---|---|---|
| MSFT | 9.92 | 2 | 119091 |
| KO | 1.15 | 1.3 | 216089 |
| AAPL | 3.04 | 0.9 | 457894 |
| NVDA | 1.59 | 0.7 | 856384 |
| SPY | 1.95 | 0.3 | 1499586 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
spread_cents |
number | 1.15 to 9.92 | |
spread_bps |
number | 0.3 to 2 | |
quote_count |
number | 119,091 to 1,499,586 | 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
ticker AS symbol,
round(avg(toFloat64(ask_price) - toFloat64(bid_price)) * 100, 2) AS spread_cents,
round(avg((toFloat64(ask_price) - toFloat64(bid_price))
/ ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)) * 10000, 1) AS spread_bps,
count() AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= '2026-09-15 14:00:00'
AND sip_timestamp < '2026-09-15 19:00:00'
AND bid_price > 0
AND ask_price > bid_price
GROUP BY ticker
ORDER BY spread_bps DESC
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