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 · 8×3
AAPL quoted spread by time of day, premarket through late sessionseries ·
2026-10-09 · 26×3
Average quoted spread across five household names, mid-sessionranking ·
2026-10-09 · 5×4
Share of prints under 100 shares, same mid-session windowranking ·
2026-10-09 · 5×4
Stock Order Types Explained: The Core Four
AAPL average quoted spread by ET clock time, Sep 16 2026series ·
2026-10-08 · 64×3
Average quoted spread across six household names, one mid-morning hourranking ·
2026-10-08 · 6×3
How often a buy limit under the prior close was reached (AAPL, one year of sessions)ranking ·
2026-10-08 · 6×2
Overnight gap between one close and the next open, year to Sep 2026ranking ·
2026-10-08 · 6×4
Forex Pending Order Types: Limits & Stops
Median and 95th-percentile opening step by weekday (SPY, 2016 to 2026)series ·
2026-10-07 · 5×3
How often a session reached a level set away from the open (SPY, 2016 to 2026)ranking ·
2026-10-07 · 5×3
How far the open landed from the prior close (SPY sessions, 2016 to 2026)ranking ·
2026-10-07 · 6×3
The ten largest opening steps in SPY, 2016 to 2026series ·
2026-10-07 · 10×4
Limit Orders on Crypto Exchanges vs Stocks
The same stock, quoted venue by venue: AAPL spreads by exchangeranking ·
2026-10-06 · 3×4
AAPL print sizes in one hour, Sep 23 2026ranking ·
2026-10-06 · 5×3
Where AAPL's volume sat by ET hour, September 2026series ·
2026-10-06 · 16×3
Average quoted spread across household names, five minutes on Sep 23 2026ranking ·
2026-10-06 · 5×3
Why a Limit Order Didn't Fill: 5 Causes
Where one session of AAPL prints actually happened, by venueranking ·
2026-10-05 · 15×4
Minutes a session spends near its own low, five household namesseries ·
2026-10-05 · 5×4
Shares traded at KO's lowest price levels in one sessionranking ·
2026-10-05 · 8×3
Odd lots versus round lots in one AAPL session: prints and sharesranking ·
2026-10-05 · 5×4
Can You Cancel a Limit Order Before It Fills
How often the best quote changed, fifteen minute buckets, Sep 15 2026series ·
2026-10-05 · 26×3
AAPL print sizes, share of trades and share of volume, Sep 15 2026ranking ·
2026-10-05 · 5×3
Average gap between tape prints, regular session, Sep 15 2026ranking ·
2026-10-05 · 6×3
SPY volume by fifteen minute bucket, Sep 15 2026series ·
2026-10-05 · 26×2
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 · 6×3
A 1% buy limit vs a 1% sell limit: share of SPY sessions reached, by yearranking ·
2026-10-05 · 6×3
The gap a marketable limit crosses: average quoted spread, five names, Sep 15 2026ranking ·
2026-10-05 · 5×3
A real quote in motion: Apple's bid and ask by the minute, Sep 15 2026series ·
2026-10-05 · 15×4
Ex-Dividend Date: Open Orders and Premarket
KO premarket on its latest ex-dividend morning, both references side by sideseries ·
2026-10-04 · 11×4
KO's ex-date opening print, measured against both referencesseries ·
2026-10-04 · 13×3
KO: every quarterly ex-dividend adjustment over the trailing three yearsseries ·
2026-10-04 · 13×3
Upcoming ex-dividend dates and the size of the open-order reductionranking ·
2026-10-04 · 2×4
Can You Use a Limit Order on a Mutual Fund?
One index ETF's price through a single session, in half-hour ET bucketsseries ·
2026-10-04 · 13×3
How far one index ETF travelled inside each recent sessionseries ·
2026-10-04 · 30×4
Upcoming market closures that move a fund order's strike dateseries ·
2026-10-04 · 12×6
Gap between the last regular-session minute and the official closeranking ·
2026-10-04 · 6×4
Time in Force Explained: Day, GTC, IOC, FOK
SPY share volume by ET clock hour, June 2026series ·
2026-09-28 · 16×2
Print sizes across five names, 10:00 to 11:00 a.m. ET on 2026-06-10ranking ·
2026-09-28 · 5×3
US stock splits per month, forward and reverseseries ·
2026-09-28 · 12×3
SPY volume per minute into the close, then the closing cross, June 2026 session averageseries ·
2026-09-28 · 16×2
Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries ·
2026-08-08 · 13×3
Sessions that gapped through a 2% stop, and whether the limit price tradedranking ·
2026-08-08 · 5×3
NVDA's largest gap-down opens and the 30 minutes that followedseries ·
2026-08-08 · 8×3
How often each stock opened below the prior closeranking ·
2026-08-08 · 5×3
The Sub-Penny Rule and Price Improvement
What one cent is worth, by share price bandranking ·
2026-08-07 · 8×3
The penny tick and the quoted gap, in basis pointstable ·
2026-08-07 · 7×5
Share of prints that landed on a sub-penny priceranking ·
2026-08-07 · 7×3
AAPL sub-penny print rate by trade size, 17 June 2026ranking ·
2026-08-07 · 5×3
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
| spread_width | share_of_quotes_pct | quote_count |
|---|---|---|
| 1 cent wide | 2.9 | 1326 |
| 2 cents wide | 5.2 | 2411 |
| 3 cents wide | 8.5 | 3955 |
| 4 cents wide | 13.8 | 6397 |
| 5 cents wide | 15.7 | 7265 |
| 6 cents wide | 17.5 | 8105 |
| 7 cents wide | 20.4 | 9437 |
| 8 cents wide | 15.9 | 7379 |
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?
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