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Average quoted spread in basis points, 16 September 2026

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Average quoted spread in basis points, 16 September 2026 — 5 rows by 3 columns, computed 2026-10-05 from US exchange, SIP and OPRA data.
symbol	avg_spread_bps	quote_count
MSFT	2.51	226336
KO	1.48	238945
AAPL	1.34	624488
NVDA	0.87	2165073
SPY	0.33	2958765

the exact SQL behind every number

SELECT
    ticker                                            AS symbol,
    round(10000 * avg(
        toFloat64(ask_price - bid_price)
        / toFloat64((ask_price + bid_price) / 2)), 2) AS avg_spread_bps,
    count()                                           AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
  AND sip_timestamp >= '2026-09-16 13:00:00'
  AND sip_timestamp <  '2026-09-16 21:00:00'
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY ticker
ORDER BY avg_spread_bps DESC

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