Price Improvement
The Cboe U.S. Equities Exchanges make the following price improvement information publicly available to demonstrate the impact of Cboe's matching engine technology and significant undisplayed liquidity, including true midpoint orders, on the economics of trading.
Each row of data on the files reflects, for a given symbol, the total price improvement, the number of shares, and the average price improvement per share.
File Name | Date |
---|---|
price-improvement-20240514.csv | May 14, 2024 |
price-improvement-20240513.csv | May 13, 2024 |
price-improvement-20240510.csv | May 10, 2024 |
price-improvement-20240509.csv | May 09, 2024 |
price-improvement-20240508.csv | May 08, 2024 |
price-improvement-20240507.csv | May 07, 2024 |
price-improvement-20240506.csv | May 06, 2024 |
price-improvement-20240503.csv | May 03, 2024 |
price-improvement-20240502.csv | May 02, 2024 |
price-improvement-20240501.csv | May 01, 2024 |