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What Limit Price Should I Set on a Stock?
How many cents separate MSFT's bid and ask, by share of quotesranking · 2026-10-09 · 8×3Preview: 8 ranked values, smallest first. AAPL quoted spread by time of day, premarket through late sessionseries · 2026-10-09 · 26×3Preview: a 16-point series, ending lower. Average quoted spread across five household names, mid-sessionranking · 2026-10-09 · 5×4Preview: 5 ranked values, largest first. Share of prints under 100 shares, same mid-session windowranking · 2026-10-09 · 5×4Preview: 5 ranked values, largest first.
Trailing Stop vs Trailing Stop-Limit Orders
When each trail width would first have been reached, same position, January to June 2022series · 2026-10-08 · 5×4Preview: a 5-point series, ending lower. A 10% trail ratcheting under AAPL's high-water close, January to mid-March 2022series · 2026-10-08 · 50×5Preview: a 16-point series, roughly flat. How far SPY's open sat from the prior close, every session since 2006ranking · 2026-10-08 · 6×3Preview: 6 ranked values, smallest first. The ten deepest gap-down opens in SPY since 2006, and where those sessions tradedranking · 2026-10-08 · 10×4Preview: 10 ranked values, largest first.
Primary Peg vs Market Peg Orders Explained
Distance between the touches, five household names, 15 September 2026ranking · 2026-10-08 · 5×4Preview: 5 ranked values, largest first. Share of quotes at a one cent spread, 15 September 2026ranking · 2026-10-08 · 5×4Preview: 5 ranked values, largest first. AAPL quoted spread by ET hour, 15 September 2026series · 2026-10-08 · 16×2Preview: a 16-point series, ending lower. Distinct best bid prices per 15 minutes, NVDA against KOseries · 2026-10-08 · 64×3Preview: a 16-point series, ending lower.
Market Orders With Protection on CME Globex
Quoted spread across six household names, 10:00 to 10:10 ET on 2026-09-15ranking · 2026-10-08 · 6×4Preview: 6 ranked values, smallest first. Average quoted spread at the open and at midday, 2026-09-15ranking · 2026-10-08 · 6×4Preview: 6 ranked values, largest first. How big is a typical one minute move in SPY? September 2026 regular sessionranking · 2026-10-08 · 5×3Preview: 5 ranked values, largest first. Median one minute range by ET clock bucket, SPY and KO, September 2026series · 2026-10-08 · 39×3Preview: a 16-point series, ending lower.
Forex Pending Order Types: Limits & Stops
Median and 95th-percentile opening step by weekday (SPY, 2016 to 2026)series · 2026-10-07 · 5×3Preview: a 5-point series, roughly flat. How often a session reached a level set away from the open (SPY, 2016 to 2026)ranking · 2026-10-07 · 5×3Preview: 5 ranked values, largest first. How far the open landed from the prior close (SPY sessions, 2016 to 2026)ranking · 2026-10-07 · 6×3Preview: 6 ranked values, largest first. The ten largest opening steps in SPY, 2016 to 2026series · 2026-10-07 · 10×4Preview: a 10-point series, ending lower.
Limit Orders on Crypto Exchanges vs Stocks
The same stock, quoted venue by venue: AAPL spreads by exchangeranking · 2026-10-06 · 3×4Preview: 3 ranked values, smallest first. AAPL print sizes in one hour, Sep 23 2026ranking · 2026-10-06 · 5×3Preview: 5 ranked values, largest first. Where AAPL's volume sat by ET hour, September 2026series · 2026-10-06 · 16×3Preview: a 16-point series, roughly flat. Average quoted spread across household names, five minutes on Sep 23 2026ranking · 2026-10-06 · 5×3Preview: 5 ranked values, smallest first.
How After-Market Orders Work: AMO vs Live
AAPL volume by ET half hour, September 2026series · 2026-10-06 · 32×3Preview: a 16-point series, roughly flat. Share of monthly volume by session phase, September 2026ranking · 2026-10-06 · 5×4Preview: 5 ranked values, largest first. Median overnight gap against median intraday range, twelve months to September 2026ranking · 2026-10-06 · 5×3Preview: 5 ranked values, largest first. Upcoming US market holidays and early closesseries · 2026-10-06 · 12×7Preview: a 12-point series, ending higher.
Buy Stop vs Sell Stop Orders: How Each Fires
How often a 2 percent stop distance gets touched, by nameranking · 2026-10-06 · 6×3Preview: 6 ranked values, largest first. KO quoted spread by half hour of the ET clock, one pinned sessionseries · 2026-10-06 · 14×3Preview: a 14-point series, ending lower. SPY: share of sessions opening a given distance from the prior closeranking · 2026-10-06 · 5×3Preview: 5 ranked values, largest first. Apple's eight widest downside opening gaps since 2021ranking · 2026-10-06 · 8×4Preview: 8 ranked values, largest first.
Why a Limit Order Didn't Fill: 5 Causes
Where one session of AAPL prints actually happened, by venueranking · 2026-10-05 · 15×4Preview: 15 ranked values, largest first. Minutes a session spends near its own low, five household namesseries · 2026-10-05 · 5×4Preview: a 5-point series, roughly flat. Shares traded at KO's lowest price levels in one sessionranking · 2026-10-05 · 8×3Preview: 8 ranked values, smallest first. Odd lots versus round lots in one AAPL session: prints and sharesranking · 2026-10-05 · 5×4Preview: 5 ranked values, largest first.
Can You Cancel a Limit Order Before It Fills
How often the best quote changed, fifteen minute buckets, Sep 15 2026series · 2026-10-05 · 26×3Preview: a 16-point series, ending lower. AAPL print sizes, share of trades and share of volume, Sep 15 2026ranking · 2026-10-05 · 5×3Preview: 5 ranked values, largest first. Average gap between tape prints, regular session, Sep 15 2026ranking · 2026-10-05 · 6×3Preview: 6 ranked values, smallest first. SPY volume by fifteen minute bucket, Sep 15 2026series · 2026-10-05 · 26×2Preview: a 16-point series, ending lower.
Buy Limit vs Sell Limit Orders Explained
How often a resting limit was reached, by distance from the prior close (SPY, 2021 to Sep 2026)ranking · 2026-10-05 · 6×3Preview: 6 ranked values, smallest first. A 1% buy limit vs a 1% sell limit: share of SPY sessions reached, by yearranking · 2026-10-05 · 6×3Preview: 6 ranked values, smallest first. The gap a marketable limit crosses: average quoted spread, five names, Sep 15 2026ranking · 2026-10-05 · 5×3Preview: 5 ranked values, largest first. A real quote in motion: Apple's bid and ask by the minute, Sep 15 2026series · 2026-10-05 · 15×4Preview: a 15-point series, ending higher.
MOC and MOO Order Cutoff Times: NYSE & Nasdaq
SPY minute volume into the close, June 30 2026 (quarter end)series · 2026-10-04 · 31×2Preview: a 16-point series, ending higher. Share of SPY's regular-session volume by five-minute ET bucketseries · 2026-10-04 · 79×2Preview: a 16-point series, ending lower. Opening and closing windows as a share of regular-session volumeranking · 2026-10-04 · 8×3Preview: 8 ranked values, largest first. SPY: opening and closing window share of session volume, by monthseries · 2026-10-04 · 25×3Preview: a 16-point series, roughly flat.
Marketable vs Non-Marketable Limit Orders
Quoted spread across six names, one 15-minute sliceranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. How Apple's prints split by trade size, same 15-minute sliceranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. Apple's inside quote by ET half hour, one sessionseries · 2026-10-04 · 15×4Preview: a 15-point series, ending lower. How often each limit price below the 10:00 a.m. anchor was reachedranking · 2026-10-04 · 7×3Preview: 7 ranked values, smallest first.
Bracket Orders and OCO Orders Explained
Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026)ranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first. AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026ranking · 2026-10-04 · 10×2Preview: 10 ranked values, smallest first. Typical daily range and open-to-close move, trailing yearranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first. SPY minute-bar movement and volume by ET clock timeseries · 2026-10-04 · 32×3Preview: a 16-point series, roughly flat.
Stop Order vs Limit Order: Trigger or Price
AAPL sessions touched at each stop distance, and how many closed back above the open (2024-2025)ranking · 2026-10-02 · 5×3Preview: 5 ranked values, largest first. AAPL sessions that opened at least 1.5% below the prior close, 2025series · 2026-10-02 · 16×2Preview: a 16-point series, ending higher. AAPL one minute range and volume by ET clock hour, September 2025ranking · 2026-10-02 · 16×3Preview: 16 ranked values, largest first. Median daily range and sub-open dips across five household names, 2025ranking · 2026-10-02 · 5×3Preview: 5 ranked values, largest first.
Futures Block Trades and CME Minimums
Share of AAPL volume reported away from the exchanges, last 60 calendar daysseries · 2026-09-26 · 32×2Preview: a 16-point series, roughly flat.
Does Modifying an Order Lose Queue Priority?
How often the quoted spread sits at a single cent (10 June 2026 session)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. Share of one minute windows carrying at least N shares (June 2026)ranking · 2026-08-14 · 9×3Preview: 9 ranked values, smallest first. How fast the tape drains a queue, by time of day (AAPL, June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower. Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
Held vs Not-Held Orders: Broker Discretion
Distance from AAPL's daily VWAP to that morning's opening printseries · 2026-08-12 · 9×2Preview: a 9-point series, ending higher. Average gap between the daily VWAP and the open, June 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, largest first. Share of AAPL prints and volume by trade size, June 17 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread by half hour, AAPL and KO, June 17 2026series · 2026-08-12 · 15×3Preview: a 15-point series, ending higher.
Midpoint Peg Orders Explained: Half-Cent Fills
Sub-penny print share by reporting route, off exchange against lit exchangeranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series · 2026-08-09 · 16×3Preview: a 16-point series, roughly flat. Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, smallest first.
Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries · 2026-08-08 · 13×3Preview: a 13-point series, ending lower. Sessions that gapped through a 2% stop, and whether the limit price tradedranking · 2026-08-08 · 5×3Preview: 5 ranked values, smallest first. NVDA's largest gap-down opens and the 30 minutes that followedseries · 2026-08-08 · 8×3Preview: a 8-point series, ending higher. How often each stock opened below the prior closeranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
Price-Time Priority vs Pro-Rata Fills
Quote updates per second and average quoted spread, ten minutes on 17 June 2026ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first. Average shares per trade print, June 2026ranking · 2026-08-08 · 8×2Preview: 8 ranked values, largest first. AAPL option prints by contract count, 17 June 2026ranking · 2026-08-08 · 5×2Preview: 5 ranked values, largest first. AAPL trade prints by share count, 17 June 2026ranking · 2026-08-08 · 5×2Preview: 5 ranked values, largest first.
Iceberg Orders Explained: Hidden Liquidity
Most repeated price and size pairings, AAPL, June 17, 2026table · 2026-08-06 · 12×5 Every AAPL print on June 17, 2026, grouped by trade sizeranking · 2026-08-06 · 6×4Preview: 6 ranked values, largest first. Average shares per print, monthly, MSFT and KOseries · 2026-08-06 · 90×4Preview: a 16-point series, ending lower. The busiest price and size pairing, half hour by half hourscalar · 2026-08-06 · 1×367
What Is VWAP? Volume-Weighted Average Price
The receipt: VWAP from every individual trade vs. the minute-bar shortcut (AAPL, July 2, 2026)scalar · 2026-07-26 · 1×5305.9162 Same session, five stocks, five VWAPs: final-minute price vs. session VWAP, July 2, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. AAPL, July 2, 2026: session VWAP vs. equal-weight average vs. the final-minute pricescalar · 2026-07-26 · 1×8390 AAPL price vs. running VWAP: July 2, 2026 regular session, sampled every 5 minutesseries · 2026-07-26 · 78×3Preview: a 16-point series, ending higher.
Market Order vs Limit Order, Measured
AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026scalar · 2026-07-26 · 1×5606 How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026scalar · 2026-07-26 · 1×470.3 What a 100-share market order pays crossing the spread: July 8, 2026, regular sessionranking · 2026-07-26 · 5×4Preview: 5 ranked values, smallest first. Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking · 2026-07-26 · 3×4Preview: 3 ranked values, largest first. Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries · 2026-07-26 · 2×5Preview: a 2-point series, ending higher.
How many cents separate MSFT's bid and ask, by share of quotes

How many cents separate MSFT's bid and ask, by share of quotes

most recentas of ranking 8×3read in context →
How many cents separate MSFT's bid and ask, by share of quotes — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
spread_widthshare_of_quotes_pctquote_count
1 cent wide2.91326
2 cents wide5.22411
3 cents wide8.53955
4 cents wide13.86397
5 cents wide15.77265
6 cents wide17.58105
7 cents wide20.49437
8 cents wide15.97379
the exact SQL behind every number 
WITH quotes AS
(
    SELECT toUInt32(round((toFloat64(ask_price) - toFloat64(bid_price)) * 100)) AS ticks
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'MSFT'
      AND sip_timestamp >= '2026-09-15 14:00:00'
      AND sip_timestamp <  '2026-09-15 19:00:00'
      AND bid_price > 0
      AND ask_price > bid_price
      AND (toFloat64(ask_price) - toFloat64(bid_price)) <= 0.08
)
SELECT
    concat(toString(ticks), if(ticks = 1, ' cent wide', ' cents wide')) AS spread_width,
    round(100 * count() / (SELECT count() FROM quotes), 1)              AS share_of_quotes_pct,
    count()                                                             AS quote_count
FROM quotes
GROUP BY ticks
ORDER BY ticks
More from this analysisWhat Limit Price Should I Set on a Stock?
Average quoted spread across five household names, mid-session ranking 5×4 → Share of prints under 100 shares, same mid-session window ranking 5×4 → AAPL quoted spread by time of day, premarket through late session series 26×3 → Where one session of AAPL prints actually happened, by venue ranking 15×4 → See all 3,256 queries →
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