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-20240917.csv | Sep 17, 2024 |
price-improvement-20240916.csv | Sep 16, 2024 |
price-improvement-20240913.csv | Sep 13, 2024 |
price-improvement-20240912.csv | Sep 12, 2024 |
price-improvement-20240911.csv | Sep 11, 2024 |
price-improvement-20240910.csv | Sep 10, 2024 |
price-improvement-20240909.csv | Sep 09, 2024 |
price-improvement-20240906.csv | Sep 06, 2024 |
price-improvement-20240905.csv | Sep 05, 2024 |
price-improvement-20240904.csv | Sep 04, 2024 |
price-improvement-20240903.csv | Sep 03, 2024 |