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.
|price-improvement-20210114.csv||Jan 14, 2021|
|price-improvement-20210113.csv||Jan 13, 2021|
|price-improvement-20210112.csv||Jan 12, 2021|
|price-improvement-20210111.csv||Jan 11, 2021|
|price-improvement-20210108.csv||Jan 08, 2021|
|price-improvement-20210107.csv||Jan 07, 2021|
|price-improvement-20210106.csv||Jan 06, 2021|
|price-improvement-20210105.csv||Jan 05, 2021|
|price-improvement-20210104.csv||Jan 04, 2021|