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-20220526.csv | May 26, 2022 |
price-improvement-20220525.csv | May 25, 2022 |
price-improvement-20220524.csv | May 24, 2022 |
price-improvement-20220523.csv | May 23, 2022 |
price-improvement-20220520.csv | May 20, 2022 |
price-improvement-20220519.csv | May 19, 2022 |
price-improvement-20220518.csv | May 18, 2022 |
price-improvement-20220517.csv | May 17, 2022 |
price-improvement-20220516.csv | May 16, 2022 |
price-improvement-20220513.csv | May 13, 2022 |
price-improvement-20220512.csv | May 12, 2022 |
price-improvement-20220511.csv | May 11, 2022 |
price-improvement-20220510.csv | May 10, 2022 |
price-improvement-20220509.csv | May 09, 2022 |
price-improvement-20220506.csv | May 06, 2022 |
price-improvement-20220505.csv | May 05, 2022 |
price-improvement-20220504.csv | May 04, 2022 |
price-improvement-20220503.csv | May 03, 2022 |
price-improvement-20220502.csv | May 02, 2022 |