Median quoted spread on Apple options by contract price, 30 second window on June 17 2026

SELECT
    price_bucket,
    round(quantileExact(0.5)(spread) * 100, 1)       AS median_spread_cents,
    round(quantileExact(0.5)(100 * spread / mid), 1) AS spread_pct_of_mid
FROM
(
    SELECT
        toFloat64(ask_price) - toFloat64(bid_price)       AS spread,
        (toFloat64(ask_price) + toFloat64(bid_price)) / 2 AS mid,
        multiIf(mid < 0.50,  'under $0.50',
                mid < 2.00,  '$0.50 to $2',
                mid < 5.00,  '$2 to $5',
                mid < 15.00, '$5 to $15',
                             '$15 and up')                AS price_bucket,
        multiIf(mid < 0.50, 1, mid < 2.00, 2, mid < 5.00, 3, mid < 15.00, 4, 5) AS bucket_order
    FROM global_markets.cache_options_quotes
    WHERE ticker IN
    (
        SELECT ticker
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = '2026-06-17'
    )
      AND sip_timestamp >= toDateTime('2026-06-17 18:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-17 18:00:30', 'UTC')
      AND bid_price > 0
      AND ask_price > bid_price
)
GROUP BY price_bucket
ORDER BY min(bucket_order)