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-20230323.csv | Mar 23, 2023 |
| price-improvement-20230322.csv | Mar 22, 2023 |
| price-improvement-20230321.csv | Mar 21, 2023 |
| price-improvement-20230320.csv | Mar 20, 2023 |
| price-improvement-20230317.csv | Mar 17, 2023 |
| price-improvement-20230316.csv | Mar 16, 2023 |
| price-improvement-20230315.csv | Mar 15, 2023 |
| price-improvement-20230314.csv | Mar 14, 2023 |
| price-improvement-20230313.csv | Mar 13, 2023 |
| price-improvement-20230310.csv | Mar 10, 2023 |
| price-improvement-20230309.csv | Mar 09, 2023 |
| price-improvement-20230308.csv | Mar 08, 2023 |
| price-improvement-20230307.csv | Mar 07, 2023 |
| price-improvement-20230306.csv | Mar 06, 2023 |
| price-improvement-20230303.csv | Mar 03, 2023 |
| price-improvement-20230302.csv | Mar 02, 2023 |
| price-improvement-20230301.csv | Mar 01, 2023 |