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When Do Index Funds Trade? ETFs vs Mutual Funds
Quoted spread on large index ETFs, five-minute slice of September 15, 2026ranking · 2026-09-26 · 6×3Preview: 6 ranked values, smallest first. Two index ETFs through one session, September 15, 2026 (percent change from the day's first print)series · 2026-09-26 · 32×3Preview: a 16-point series, roughly flat. How wide each session ran from high to low, as a percent of the closeseries · 2026-09-26 · 31×3Preview: a 16-point series, roughly flat. How many separate trades an index ETF prints per session (VOO)series · 2026-09-26 · 16×3Preview: a 16-point series, ending higher.
Quoted spread on large index ETFs, five-minute slice of September 15, 2026

Quoted spread on large index ETFs, five-minute slice of September 15, 2026

most recentas of ranking 6×3read in context →
Quoted spread on large index ETFs, five-minute slice of September 15, 2026 — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolavg_spread_bpsp90_spread_bps
SPY0.2730.395
QQQ0.3320.423
VOO0.4280.573
IWM0.4710.7
IVV0.7390.92
DIA0.7980.96
the exact SQL behind every number 
SELECT
    ticker                                                                                                                                        AS symbol,
    round(avg(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price)), 3)                                                     AS avg_spread_bps,
    round(quantileDeterministic(0.9)(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price), toUInt64(sequence_number)), 3)    AS p90_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'VOO', 'IVV', 'QQQ', 'DIA', 'IWM')
  AND sip_timestamp >= toDateTime('2026-09-15 14:00:00')
  AND sip_timestamp <  toDateTime('2026-09-15 14:05:00')
  AND ask_price > bid_price
  AND bid_price > 0
GROUP BY ticker
ORDER BY avg_spread_bps
More from this analysisWhen Do Index Funds Trade? ETFs vs Mutual Funds
Two index ETFs through one session, September 15, 2026 (percent change from the day's first print) series 32×3 → How wide each session ran from high to low, as a percent of the close series 31×3 → How many separate trades an index ETF prints per session (VOO) series 16×3 → Listings that printed their final daily bar, by year ranking 11×2 → See all 2,767 queries →
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