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AAPL quoted spread by clock time, 15 September 2026

most recentas of 2026-11-07 series 24×3read in context →

AAPL quoted spread by clock time, 15 September 2026 — 24 rows by 3 columns, computed 2026-11-07 from US exchange, SIP and OPRA data.
et_time	median_spread_bps	p90_spread_bps
08:00	4.52	7.84
08:30	5.58	9.36
09:00	7.57	14.54
09:30	1.51	3.64
10:00	1.21	1.82
10:30	1.21	1.82
11:00	0.91	1.52
11:30	0.91	1.52
12:00	0.91	1.21
12:30	0.91	1.21
13:00	0.61	1.21
13:30	0.61	1.21
14:00	0.6	0.91
14:30	0.61	0.91
15:00	0.61	1.21
15:30	0.6	1.21
16:00	4.53	8.76
16:30	3.02	4.52
17:00	3.02	6.33
17:30	2.71	3.32
18:00	4.22	8.74
18:30	3.32	5.73
19:00	3.16	5.73
19:30	2.71	4.52

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(quantileDeterministic(0.5)(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 2) AS median_spread_bps,
    round(quantileDeterministic(0.9)(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 2) AS p90_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-09-15 08:00:00', 'America/New_York')
  AND sip_timestamp <  toDateTime('2026-09-15 20:00:00', 'America/New_York')
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY et_time
ORDER BY et_time

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