The exchange assigned name representing a specific equity.
The Reference Price is based upon Eligible Auction Orders only. The price is calculated at or within the Reference Price Range for the security. The Reference Price is set to the price that maximizes the shares associated with the lesser of the Reference Buy Shares and the Reference Sell Shares (as determined at each price level within the Reference Price Range), that minimizes the absolute difference between Reference Buy Shares and the Reference Sell Shares, and minimizes the distance from the Volume Based Tie Breaker. Shares of Eligible Auction Orders may be unmatched at the Reference Price.
The total number of shares associated with buy-side Eligible Auction Orders that are priced equal to or greater than the Reference Price.
The total number of shares associated with sell-side Eligible Auction Orders that are priced equal to or less than the Reference Price.
The price at which the auction book and the continuous book would match. Shares in the auction book and continuous book may be unmatched at the Indicative Price. At the conclusion of an auction if volume matched is greater than zero the indicative price will be the auction price.
The price at which the auction book would match using only Eligible Auction Orders. In the event there is no price at which the auction book would match, the value will be zero. Shares in the auction book may be unmatched at the Auction Only Price.
The number of shares that match at the Reference Price.
The difference between the Indicative Price and the Closing Price.
Total $ Value of Delta is the absolute value of the difference between the Indicative Price and the Final Last Sale Eligible Trade price.
The most aggressive buy price currently participating in the auction.
The most aggressive ask price currently participating in the auction.
For non-IPO auctions, The price at which the equity closed on the previous trading day. For IPO auctions, this is the Final Last Sale Eligible Trade price.
This will be the last trade during regular market hours (9:30AM - 4PM) on the Cboe BZX Exchange if the trade was executed within the last one second prior to either the closing auction or trading in the security being halted/paused. Otherwise, the last trade reported to the Consolidated Tape and received by Cboe during regular trading hours and, where applicable, prior to trading in the security being halted/paused will be used. If there is no qualifying Final Last Sale Eligible Trade for the current day, the official previous closing price will be used.
Cboe Auctions do not necessarily represent the best bid or offer in the marketplace. This information is provided for informational purposes only and should not be used for making investment decisions. Cboe believes its data is reliable but is not warranted or guaranteed to be timely or accurate. Cboe shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.