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US Premarket and After-Hours in Israel Time
AAPL quoted spread and top-of-book size by hour, 16 September 2026ranking · 2026-10-05 · 16×4Preview: 16 ranked values, largest first. Upcoming windows where Israel is not seven hours ahead of New Yorkseries · 2026-10-05 · 3×7Preview: a 3-point series, roughly flat. This week's US sessions mapped onto Israeli weekdays and clock timestable · 2026-10-05 · 5×5 US session boundaries in New York, UTC and Israel timeseries · 2026-10-05 · 4×7Preview: a 4-point series, roughly flat. UTC offsets and the Israel to New York gap, one Wednesday per week aheadseries · 2026-10-05 · 57×5Preview: a 16-point series, roughly flat.
AAPL quoted spread and top-of-book size by hour, 16 September 2026

AAPL quoted spread and top-of-book size by hour, 16 September 2026

most recentas of ranking 16×4read in context →
AAPL quoted spread and top-of-book size by hour, 16 September 2026 — 16 rows by 4 columns, computed from US exchange, SIP and OPRA data.
new_york_hourisrael_houravg_spread_bpsavg_top_of_book_size
04:0011:009.01259
05:0012:008.81218
06:0013:007.6190
07:0014:006.4270
08:0015:004.21238
09:0016:002.22247
10:0017:001.36228
11:0018:001.13233
12:0019:000.93269
13:0020:000.79388
14:0021:001.32263
15:0022:001.11296
16:0023:004.48458
17:0000:003.38182
18:0001:008.15610
19:0002:006.69157
the exact SQL behind every number
SELECT
    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS new_york_hour,
    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'Asia/Jerusalem')), '%H:%i')   AS israel_hour,
    round(avg(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price)), 2) AS avg_spread_bps,
    round(avg(toFloat64(bid_size + ask_size)), 0)                                         AS avg_top_of_book_size
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-09-16 08:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-09-17 00:00:00', 'UTC')
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY new_york_hour, israel_hour
ORDER BY new_york_hour
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