US Premarket and After-Hours in Israel Time
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AAPL quoted spread and top-of-book size by hour, 16 September 2026
AAPL quoted spread and top-of-book size by hour, 16 September 2026
| new_york_hour | israel_hour | avg_spread_bps | avg_top_of_book_size |
|---|---|---|---|
| 04:00 | 11:00 | 9.01 | 259 |
| 05:00 | 12:00 | 8.81 | 218 |
| 06:00 | 13:00 | 7.6 | 190 |
| 07:00 | 14:00 | 6.4 | 270 |
| 08:00 | 15:00 | 4.21 | 238 |
| 09:00 | 16:00 | 2.22 | 247 |
| 10:00 | 17:00 | 1.36 | 228 |
| 11:00 | 18:00 | 1.13 | 233 |
| 12:00 | 19:00 | 0.93 | 269 |
| 13:00 | 20:00 | 0.79 | 388 |
| 14:00 | 21:00 | 1.32 | 263 |
| 15:00 | 22:00 | 1.11 | 296 |
| 16:00 | 23:00 | 4.48 | 458 |
| 17:00 | 00:00 | 3.38 | 182 |
| 18:00 | 01:00 | 8.15 | 610 |
| 19:00 | 02:00 | 6.69 | 157 |
the exact SQL behind every number
SELECT
formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS new_york_hour,
formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'Asia/Jerusalem')), '%H:%i') AS israel_hour,
round(avg(20000 * toFloat64(ask_price - bid_price) / toFloat64(ask_price + bid_price)), 2) AS avg_spread_bps,
round(avg(toFloat64(bid_size + ask_size)), 0) AS avg_top_of_book_size
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-16 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-09-17 00:00:00', 'UTC')
AND bid_price > 0
AND ask_price > bid_price
GROUP BY new_york_hour, israel_hour
ORDER BY new_york_hour
More from this analysisUS Premarket and After-Hours in Israel Time
UTC offsets and the Israel to New York gap, one Wednesday per week ahead
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Upcoming windows where Israel is not seven hours ahead of New York
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