limit-orders — 4 answered market questions

Quoted spread across six names, one 15-minute slice

most recentas of 2026-10-04 ranking 6×4read in context →

Quoted spread across six names, one 15-minute slice — 6 rows by 4 columns, computed 2026-10-04 from US exchange, SIP and OPRA data.
ticker	spread_cents	spread_bps	penny_wide_pct
SPY	1.58	0.21	48.8
NVDA	1.51	0.7	53.3
KO	1.09	1.24	91
AAPL	4.42	1.32	10.9
MSFT	13.18	2.67	1.9
F	1	7.47	99.9

the exact SQL behind every number

SELECT
    ticker,
    round(avg(toFloat64(ask_price - bid_price)) * 100, 2)                                       AS spread_cents,
    round(avg(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2)) * 10000, 2) AS spread_bps,
    round(100 * countIf(toFloat64(ask_price - bid_price) < 0.011) / count(), 1)                 AS penny_wide_pct
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'F')
  AND sip_timestamp >= toDateTime('2026-09-16 14:30:00')
  AND sip_timestamp <  toDateTime('2026-09-16 14:45:00')
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY ticker
ORDER BY spread_bps

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