Average pre market spread

T

TradingNerd

I am looking for a list of the average pre market spread for all US stocks individualy, based on an 90 day avrage. Whereor how can I get such a list? Could anyone please point me in the right direction?

The output should be for example:
IBM 150bsp
XOM 60bsp
AAPL 200bsp
Etc.

Hope I'm being clear.

Thanks,

TN
 
The spread pre-market is very different from the spread at the open which is very different from the spread later in the day. Not sure what value there is in the pre-market spread. IB can chart the spread throughout the day. I don't know where to find a listing of spread data such as you are looking for.
 
Sorry I am new to all of this. However I need help to obtain access to NYSE (pre-opening & moc) Imbalances. I cannot afford the $500 monthly charged by the NYSE for this information. Can anyone direct me to a cheaper alternative?
 
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