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-20210225.csv | Feb 25, 2021 |
| price-improvement-20210224.csv | Feb 24, 2021 |
| price-improvement-20210223.csv | Feb 23, 2021 |
| price-improvement-20210222.csv | Feb 22, 2021 |
| price-improvement-20210219.csv | Feb 19, 2021 |
| price-improvement-20210218.csv | Feb 18, 2021 |
| price-improvement-20210217.csv | Feb 17, 2021 |
| price-improvement-20210216.csv | Feb 16, 2021 |
| price-improvement-20210212.csv | Feb 12, 2021 |
| price-improvement-20210211.csv | Feb 11, 2021 |
| price-improvement-20210210.csv | Feb 10, 2021 |
| price-improvement-20210209.csv | Feb 09, 2021 |
| price-improvement-20210208.csv | Feb 08, 2021 |
| price-improvement-20210205.csv | Feb 05, 2021 |
| price-improvement-20210204.csv | Feb 04, 2021 |
| price-improvement-20210203.csv | Feb 03, 2021 |
| price-improvement-20210202.csv | Feb 02, 2021 |
| price-improvement-20210201.csv | Feb 01, 2021 |