MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours)

Name: MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours)
Creator: Strasmore
Published: 2026-08-08
License: https://www.strasmore.com/terms/

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 2026-08-08, from Why Are Spreads Wider at the Open? Real Data.

as of 2026-08-08 series 13×5read in context →

MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours) — 13 rows by 5 columns, computed 2026-08-08 from US exchange, SIP and OPRA data.
et_time	median_spread_cents	median_spread_bps	pct_of_widest	dropped_onesided_locked_crossed
09:30	62	6.7	100	109
10:00	45	4.9	72.6	349
10:30	44	4.9	71	56
11:00	45	4.9	72.6	30
11:30	42	4.6	67.7	28
12:00	39	4.2	62.9	21
12:30	41	4.4	66.1	17
13:00	43	4.6	69.4	5
13:30	41	4.4	66.1	10
14:00	42	4.5	67.7	12
14:30	42	4.6	67.7	30
15:00	39	4.3	62.9	33
15:30	38	4.1	61.3	41

Rows × columns: 13 × 5
Period covered: 09:30 to 15:30
Computed: 2026-08-08
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 MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours), derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`median_spread_cents`	number	38 to 62
`median_spread_bps`	number	4.1 to 6.7
`pct_of_widest`	number	61.3 to 100	percent
`dropped_onesided_locked_crossed`	text	12 distinct values (10, 109, 12…)

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 2026-08-08, and the query below is what returned them.

the exact SQL behind every number

SELECT et_time,
       median_spread_cents,
       median_spread_bps,
       round(100 * median_spread_cents / max(median_spread_cents) OVER (), 1) AS pct_of_widest,
       dropped_onesided_locked_crossed
FROM (
    SELECT formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
           round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price) * 100, bid_price > 0 AND ask_price > bid_price), 1) AS median_spread_cents,
           round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price > bid_price), 1) AS median_spread_bps,
           toString(countIf(NOT (bid_price > 0 AND ask_price > bid_price))) AS dropped_onesided_locked_crossed
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'MU'
      AND sip_timestamp >= '2026-07-07 13:30:00'
      AND sip_timestamp < '2026-07-07 20:00:00'
    GROUP BY et_time
)
ORDER BY et_time

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