3,256 answered market questions

SELECT
    ticker AS symbol,
    round(quantileDeterministic(0.5)(spread_bps, toUInt64(sequence_number)), 2) AS median_spread_bps,
    round(quantileDeterministic(0.9)(spread_bps, toUInt64(sequence_number)), 2) AS p90_spread_bps,
    round(count() / 1e6, 2)                                           AS quote_millions
FROM
(
    SELECT
        ticker,
        sequence_number,
        (toFloat64(ask_price) - toFloat64(bid_price))
            / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000 AS spread_bps
    FROM global_markets.cache_stocks_quotes
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'NVR')
      AND sip_timestamp >= '2026-06-15 14:00:00'
      AND sip_timestamp <  '2026-06-15 14:30:00'
      AND bid_price > 0
      AND ask_price > bid_price
)
GROUP BY ticker
ORDER BY median_spread_bps