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-20210304.csv||Mar 04, 2021|
|price-improvement-20210303.csv||Mar 03, 2021|
|price-improvement-20210302.csv||Mar 02, 2021|
|price-improvement-20210301.csv||Mar 01, 2021|