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Does Modifying an Order Lose Queue Priority?
How often the quoted spread sits at a single cent (10 June 2026 session)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. Share of one minute windows carrying at least N shares (June 2026)ranking · 2026-08-14 · 9×3Preview: 9 ranked values, smallest first. How fast the tape drains a queue, by time of day (AAPL, June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower. Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower.
Self-Match Prevention and Wash Trades
Venues quoting and printing the same stock in one 15-minute windowranking · 2026-08-13 · 6×3Preview: 6 ranked values, largest first. Trade condition flags on one full sessionranking · 2026-08-13 · 10×3Preview: 10 ranked values, largest first. Option contracts with volume on one underlying, June 2026series · 2026-08-13 · 21×3Preview: a 16-point series, ending lower. Prints per 15-minute bucket, one full sessionseries · 2026-08-13 · 64×2Preview: a 16-point series, ending lower.
How often the quoted spread sits at a single cent (10 June 2026 session)

How often the quoted spread sits at a single cent (10 June 2026 session)

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How often the quoted spread sits at a single cent (10 June 2026 session) — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolavg_spread_centsone_tick_wide_pct
NFLX1.381.4
KO1.3174.2
NVDA2.612.3
AAPL3.3610.5
SPY2.8510
COST77.530.2
the exact SQL behind every number
SELECT
    ticker                                                                                  AS symbol,
    round(avg(toFloat64(ask_price) - toFloat64(bid_price)) * 100, 2)                        AS avg_spread_cents,
    round(100 * countIf(toFloat64(ask_price) - toFloat64(bid_price) <= 0.0105) / count(), 1) AS one_tick_wide_pct
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'KO', 'SPY', 'NVDA', 'COST', 'NFLX')
  AND sip_timestamp >= '2026-06-10 13:30:00'
  AND sip_timestamp <  '2026-06-10 20:00:00'
  AND bid_price > 0
  AND ask_price > bid_price
  AND toFloat64(ask_price) - toFloat64(bid_price) < 5
GROUP BY ticker
ORDER BY one_tick_wide_pct DESC
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