Block Trade Discounts and Bought Deals
How one ordinary AAPL session splits across print sizesranking ·
2026-10-05 · 4×3
Short interest and days to cover at the latest reported settlementranking ·
2026-10-05 · 7×4
Overnight moves, close to next open, over the trailing twelve monthsranking ·
2026-10-05 · 7×3
A hypothetical $250 million sale against each name's daily dollar volumeranking ·
2026-10-05 · 7×3
Why Are Spreads Wider at the Open? Real Data
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling windowscalar ·
2026-10-04 · 1×2570
Share of quote updates at the one-cent minimum spread, by half hour (regular hours, ET)series ·
2026-10-04 · 13×4
Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET)series ·
2026-10-04 · 13×4
Session by session: how often, and by how much, the open ran wider than middaytable ·
2026-10-04 · 3×6
Median quoted spread by phase of the trading day, in basis points (ET clock)ranking ·
2026-10-04 · 5×4
The opening premium priced: median and 90th-percentile spread at the open (9:30-10:00 ET) vs. midday (12:00-14:00 ET)table ·
2026-10-04 · 3×12
MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours)series ·
2026-10-04 · 13×5
MU into July 7, 2026: prior regular-session close, opening print, overnight gapscalar ·
2026-10-04 · 1×3984.31
Why Only Some Stocks Have Daily Options
Near-dated contract lines traded in one session, by underlyingranking ·
2026-10-04 · 7×3
Share of each name's 30-day option volume, by expiration dateseries ·
2026-10-04 · 13×5
Expiration dates open in the next 45 days, by underlyingranking ·
2026-10-04 · 7×4
Expiration dates traded per month: SPY versus AAPL, since 2021series ·
2026-10-04 · 61×3
What It Costs to Trade a Stock, Measured
The one-cent floor: share price, percent of quotes exactly one cent wide, and what a penny costs in bpstable ·
2026-10-04 · 5×6
NVDA vs SOXS: median quoted spread over the window, with the smallest single-session gapscalar ·
2026-10-04 · 1×50.87
NVDA vs SOXS: median quoted spread by session (bps of the midpoint)series ·
2026-10-04 · 5×4
The cost-to-trade ladder: median quoted spread in bps of the midpoint, regular hours, recent completed sessionstable ·
2026-10-04 · 12×5
What Is the NBBO? National Best Bid and Offer
NBBO updates per session: four heavily traded names vs. two thin small capsseries ·
2026-10-04 · 6×5
Exchange stamp to SIP stamp: the consolidation step, in microsecondsranking ·
2026-10-04 · 4×3
The smallest size the NBBO will show: six names across the price tiersranking ·
2026-10-04 · 6×4
KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent sessionseries ·
2026-10-04 · 10×7
GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pauseseries ·
2026-10-04 · 15×3
AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.)series ·
2026-10-04 · 32×3
What Is RVOL (Relative Volume)? How to Read It
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)series ·
2026-10-04 · 32×2
SPY: average share of full-day volume completed by each clock time (last 20 sessions)ranking ·
2026-10-04 · 5×2
Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)series ·
2026-10-04 · 10×5
Full-day RVOL percentiles across high-volume US stocks and ETFs (20-day ADV above 5M shares), latest completed sessionranking ·
2026-10-04 · 6×2
MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figurescalar ·
2026-10-04 · 1×832.8
What Is a Bid-Ask Spread? Real Costs
Typical quoted spread: six liquid names vs. two thin small caps, with the 100-share costranking ·
2026-10-04 · 8×4
AAPL median quoted spread by 30-minute bucket (ET, extended hours included)series ·
2026-10-04 · 32×2
The same curve at four checkpoints: premarket, the open, midday, the closeseries ·
2026-10-04 · 4×2
AAPL: the last recorded NBBO quote in our data windowscalar ·
2026-10-04 · 1×70.015
On-the-Run vs Off-the-Run Treasuries
Average yield step between benchmark tenors, trailing four monthsranking ·
2026-10-04 · 2×3
2-year and 10-year constant maturity yields, month by monthseries ·
2026-10-04 · 24×5
Typical one-day move in the 10-year yield, by monthseries ·
2026-10-04 · 23×4
The Treasury constant maturity curve, latest published sessionranking ·
2026-10-04 · 10×3
Most Active Stocks After Hours: How It Works
AAPL median quoted spread by half hour, across the close (July 29, 2026)series ·
2026-10-04 · 10×3
One evening ranked: after-hours volume against the same day's regular sessionranking ·
2026-10-04 · 13×4
How often an after-hours extreme sat outside the next regular session's rangeseries ·
2026-10-04 · 13×4
Where the extended trading day's volume actually sits, by ET clock hourseries ·
2026-10-04 · 16×4
Locked and Crossed Markets, Explained With Data
Whole-tape census: locked, crossed, and one-sided records across every NBBO update of the sessionscalar ·
2026-10-04 · 1×7464
The receipts: locked vs crossed totals, and the rate by session stretch (premarket, open, noon, close, ET)scalar ·
2026-10-04 · 1×10319.2
The census by name: eight liquid tickers and two thin small caps, recent completed sessionstable ·
2026-10-04 · 10×7
Locked-or-crossed records per 10,000 updates by 30-minute ET bucket, checked set, extended hours includedseries ·
2026-10-04 · 32×3
How Do Market Makers Make Money? The Spread
US stock venues: public exchanges vs off-exchange reporting facilitiesranking ·
2026-10-04 · 2×3
AAPL trades by venue, latest session: off-exchange firstranking ·
2026-10-04 · 19×4
Average quoted spread: liquid mega-caps vs a thin small-cap (past week)ranking ·
2026-10-04 · 3×4
AAPL average quoted spread by half-hour (ET), one extended sessionseries ·
2026-10-04 · 32×2
AAPL: NBBO quote updates on the latest sessionscalar ·
2026-10-04 · 1×40.72
Which ETFs Have 0DTE Options?
The thin end of the screen: funds with the fewest covered weekdays (September 2026)ranking ·
2026-10-04 · 12×3
ETFs ranked by weekday coverage of dated option expirations (chain as of September 2026)table ·
2026-10-04 · 15×8
Busiest screened funds by option contract volume (September 2026)ranking ·
2026-10-04 · 12×2
Every dated expiration for the leading screened fund (September 2026)series ·
2026-10-04 · 20×5
Premarket and After-Hours Trading Hours (ET)
Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only)table ·
2026-10-04 · 3×5
The session envelope, read from SPY minute bars (last two weeks, ET)scalar ·
2026-10-04 · 1×7240
Stock headlines by ET hour of publication (last 30 days, all days)ranking ·
2026-10-04 · 24×3
AAPL median quoted spread: regular session vs extended hours (past week, full sessions)series ·
2026-10-04 · 2×3
AAPL median shares per traded minute, and the share of minutes that traded at all (ET)series ·
2026-10-04 · 32×3
Who Matches Overnight US Stock Trades?
US stock venue records that are not exchangestable ·
2026-10-03 · 9×4
AAPL trade prints by ET clock hour, Tue Sep 15 2026ranking ·
2026-10-03 · 16×3
AAPL median quoted spread by ET clock hour, Tue Sep 15 2026ranking ·
2026-10-03 · 16×3
Share of one session's volume printed before 9 a.m. ETranking ·
2026-10-03 · 6×3
Backtesting in Illiquid Markets: Fill Models
Quoted spread and displayed size at the touch, midday sliceranking ·
2026-10-01 · 4×4
Median session volume and a 2 percent participation budgetranking ·
2026-10-01 · 4×4
Markout curve after a high volume minute, liquid name against thin nameranking ·
2026-10-01 · 6×4
Average absolute minute move by volume quintile, liquid name against thin nameranking ·
2026-10-01 · 5×4
What Is a Liquidity Sweep in Trading?
SPY 2025: the ten widest pokes above the prior day's high that closed back below itseries ·
2026-09-28 · 10×7
Inside the widest 2025 SPY sweep day: fifteen-minute high, low and volumeseries ·
2026-09-28 · 26×4
Volume in the fifteen minutes that printed the high, beside the session's median and busiest slicesranking ·
2026-09-28 · 3×2
SPY: share of sessions that swept the prior day's high or low, by yearranking ·
2026-09-28 · 5×3
How often a session pokes through the prior day's high or low and closes back inside, 2021 to 2025table ·
2026-09-28 · 7×6
Can You Trade US Stocks 24 Hours a Day?
Shares printed by New York clock hour: AAPL, MSFT, NVDA, SPY and TSLA, week of July 13, 2026series ·
2026-09-28 · 16×3
AAPL quoted spread by New York clock hour, July 14, 2026: median and 90th percentile minuteranking ·
2026-09-28 · 7×4
Share of weekly volume by session window: seven household names, week of July 13, 2026ranking ·
2026-09-28 · 7×4
NVDA on July 14, 2026: price and volume in 30 minute buckets, 4:00 a.m. to 8:00 p.m. ETseries ·
2026-09-28 · 32×3
Why Overnight Orders Must Be Limit Orders
Where the consolidated tape starts and stops each day (AAPL, September 2026)series ·
2026-09-27 · 13×5
Median quoted spread by ET hour (AAPL, pinned session of September 16, 2026)ranking ·
2026-09-27 · 16×3
Average per-minute volume by ET hour (AAPL, 4:00 a.m. to 8:00 p.m., September 2026)table ·
2026-09-27 · 16×5
Median per-minute price range, premarket versus midday (September 2026)ranking ·
2026-09-27 · 5×4
How Treasury Buybacks Work (and Why Not QE)
The on-the-run Treasury curve, mapped to the buyback maturity bucketsranking ·
2026-09-20 · 7×3
The 2-year and 10-year on-the-run yields, June 1 through September 18, 2026series ·
2026-09-20 · 76×4
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking ·
2026-08-15 · 6×3
Quoted spread through one session, AAPL and KO, July 16 2026series ·
2026-08-15 · 26×3
Venues publishing a bid in AAPL over one half hour, July 16 2026ranking ·
2026-08-15 · 16×4
Listed AAPL option contracts by expiration, July 16 2026series ·
2026-08-15 · 24×4
Why Market Makers Lose Money: Adverse Selection
AAPL prints by distance from the midpoint: share of volume and 60 second markoutranking ·
2026-08-13 · 4×3
How much of the spread survives: AAPL markout curve, 1 second to 5 minutesranking ·
2026-08-13 · 6×3
AAPL fills by print size: credit at the fill and value 60 seconds laterranking ·
2026-08-13 · 4×4
How far the price travels while a position waits: SPY and NVDA, May 2026ranking ·
2026-08-13 · 6×3
Quote-Driven vs Order-Driven Markets
Quoted spread and displayed size at the NBBO, one June 2026 hourranking ·
2026-08-11 · 5×3
AAPL option trade sizes, one June 2026 sessionranking ·
2026-08-11 · 5×4
Share of consolidated volume reported off exchange, by monthseries ·
2026-08-11 · 12×5
How US share volume concentrates across symbols, May 2026ranking ·
2026-08-11 · 5×4
Why Your Options Order Isn't Getting Filled
Apple option trades on June 17 2026: share of prints vs share of contracts, by trade sizeranking ·
2026-08-07 · 5×3
Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026ranking ·
2026-08-07 · 5×3
Median quoted spread on Apple options by contract price, 30 second window on June 17 2026ranking ·
2026-08-07 · 5×3
Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026series ·
2026-08-07 · 30×3
Next 24 →
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How one ordinary AAPL session splits across print sizes
How one ordinary AAPL session splits across print sizes
| print_size | print_count | share_of_volume_pct |
|---|---|---|
| under 100 shares | 643334 | 22.84 |
| 100 to 999 shares | 78404 | 24.89 |
| 1,000 to 9,999 shares | 1119 | 4.35 |
| 10,000 shares and up | 77 | 47.92 |
the exact SQL behind every number
SELECT
b.print_size AS print_size,
b.print_count AS print_count,
round(100 * b.tier_shares / t.day_shares, 2) AS share_of_volume_pct
FROM
(
SELECT
multiIf(size < 100, 'under 100 shares',
size < 1000, '100 to 999 shares',
size < 10000, '1,000 to 9,999 shares',
'10,000 shares and up') AS print_size,
multiIf(size < 100, 1, size < 1000, 2, size < 10000, 3, 4) AS tier_rank,
count() AS print_count,
toFloat64(sum(size)) AS tier_shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 02:00:00', 'UTC')
GROUP BY print_size, tier_rank
) AS b
CROSS JOIN
(
SELECT toFloat64(sum(size)) AS day_shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 02:00:00', 'UTC')
) AS t
ORDER BY b.tier_rank
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