closing cross — 4 answered market questions

Quarter-end (June 30) vs. mid-month (June 16, 2026): the same three closing auctions

most recentas of 2026-07-26 table 3×8read in context →

Quarter-end (June 30) vs. mid-month (June 16, 2026): the same three closing auctions — 3 rows by 8 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
ticker	jun16_auction_print_count	jun30_auction_print_count	jun16_auction_shares_m	jun30_auction_shares_m	jun30_vs_jun16_x	jun16_auction_pct	jun30_auction_pct
SPY	1	1	1.84	2	1.1	2.7	3.6
AAPL	1	1	7.49	21.71	2.9	18.8	33.2
NVDA	1	1	23.47	41.14	1.8	18.5	24.7

the exact SQL behind every number

SELECT
    ticker,
    countIf(has(conditions, 8) AND sip_timestamp < '2026-06-17 00:00:00') AS jun16_auction_print_count,
    countIf(has(conditions, 8) AND sip_timestamp >= '2026-06-30 00:00:00') AS jun30_auction_print_count,
    round(toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp < '2026-06-17 00:00:00')) / 1e6, 2) AS jun16_auction_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp >= '2026-06-30 00:00:00')) / 1e6, 2) AS jun30_auction_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp >= '2026-06-30 00:00:00')) / toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp < '2026-06-17 00:00:00')), 1) AS jun30_vs_jun16_x,
    round(100 * toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp < '2026-06-17 00:00:00')) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND sip_timestamp < '2026-06-17 00:00:00')), 1) AS jun16_auction_pct,
    round(100 * toFloat64(maxIf(size, has(conditions, 8) AND sip_timestamp >= '2026-06-30 00:00:00')) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND sip_timestamp >= '2026-06-30 00:00:00')), 1) AS jun30_auction_pct
FROM global_markets.stocks_trades
WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
  AND ((sip_timestamp >= '2026-06-16 00:00:00' AND sip_timestamp < '2026-06-17 00:00:00')
    OR (sip_timestamp >= '2026-06-30 00:00:00' AND sip_timestamp < '2026-07-01 00:00:00'))
GROUP BY ticker
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], ticker)

More from this analysisWhat Is the Closing Auction? (Closing Cross)

The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026 table 3×10 → The tape's own labels for the close, straight from the code dictionary ranking 4×3 → The receipt: AAPL's auction print vs. its last continuous trade, July 2, 2026 scalar 1×12 → The cost-to-trade ladder: median quoted spread in bps of the midpoint, regular hours, recent completed sessions table 12×5 → See all 2,170 queries →