STRASMORE/EXPLORE 3,293 QUERIES 22Y EQUITIES · 12Y OPTIONS

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SPY vs VOO vs SPLG: What Actually Differs
Quoted spread in cents and basis points, one midday hourranking · 2026-09-26 · 2×4Preview: 2 ranked values, largest first. Listed option activity by underlying fund, September 2026ranking · 2026-09-26 · 3×3Preview: 3 ranked values, largest first. Monthly price change, SPY vs VOO vs SPLGseries · 2026-09-26 · 11×5Preview: a 11-point series, ending lower. Daily turnover and average trade value, August to mid September 2026ranking · 2026-09-26 · 2×4Preview: 2 ranked values, largest first. Days from ex dividend date to payment, last three yearstable · 2026-09-26 · 3×5
Quoted spread in cents and basis points, one midday hour

Quoted spread in cents and basis points, one midday hour

most recentas of ranking 2×4read in context →
Quoted spread in cents and basis points, one midday hour — 2 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickeravg_mid_priceavg_spread_centsavg_spread_bps
SPY757.192.10.28
VOO696.022.960.42
the exact SQL behind every number
SELECT
    ticker,
    round(avg((toFloat64(ask_price) + toFloat64(bid_price)) / 2), 2)                AS avg_mid_price,
    round(avg(toFloat64(ask_price) - toFloat64(bid_price)) * 100, 2)                AS avg_spread_cents,
    round(avg((toFloat64(ask_price) - toFloat64(bid_price))
              / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)) * 10000, 2)    AS avg_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'VOO', 'SPLG')
  AND sip_timestamp >= toDateTime('2026-09-15 15:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-09-15 16:00:00', 'UTC')
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY ticker
ORDER BY avg_spread_bps
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