Stats Intraday and market microstructure Halt timing

17% of US stock halts land in the first fifteen minutes

09:30 to 09:45: 121.5121.509:30 to 09:4509:45 to 15:35: 24.524.509:45 to 15:3515:35 to 16:00: 14.514.515:35 to 16:00

The opening fifteen minutes runs at roughly 5 times the midday rate and 8 times the closing rate. Source: LULD Plan 2025 annual report, my arithmetic.

US single stocks pause for five minutes when the best bid or offer sits at a price band. In 2025, 1,823 of the year's 10,763 pauses fell in the first fifteen minutes, which is 3.8% of the session. The last twenty five minutes took 363.

1,823Pauses, first 15 minutes
16.9%Share of all pauses
3.8%Share of the session
363Pauses, last 25 minutes

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