STRASMORE/EXPLORE 2,170 QUERIES

Quoted spread and quote traffic over fifteen minutes, June 10, 2026

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 2026-08-11, from Who Are the Biggest Market Makers?.

as of table 5×5read in context →
Quoted spread and quote traffic over fifteen minutes, June 10, 2026 — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symbolavg_spread_centsavg_spread_bpsquote_countquote_updates_pretty
SPY2.820.39200350200.35 thousand
AAPL2.320.794753647.54 thousand
NVDA2.131.055663456.63 thousand
KO1.141.361354413.54 thousand
MSFT7.531.8784298.43 thousand
Rows × columns
5 × 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 Quoted spread and quote traffic over fifteen minutes, June 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
avg_spread_cents number 1.14 to 7.53
avg_spread_bps number 0.39 to 1.87
quote_count number 8,429 to 200,350 count
quote_updates_pretty text 5 distinct values

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 
SELECT
    ticker                                                                                        AS symbol,
    round(avg(toFloat64(ask_price - bid_price)) * 100, 2)                                         AS avg_spread_cents,
    round(avg(10000 * toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2)), 2) AS avg_spread_bps,
    count()                                                                                       AS quote_count,
    formatReadableQuantity(count())                                                               AS quote_updates_pretty
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO')
  AND sip_timestamp >= '2026-06-10 18:00:00'
  AND sip_timestamp <  '2026-06-10 18:15:00'
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY symbol
ORDER BY avg_spread_bps

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