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-20240725.csv | Jul 25, 2024 |
| price-improvement-20240724.csv | Jul 24, 2024 |
| price-improvement-20240723.csv | Jul 23, 2024 |
| price-improvement-20240722.csv | Jul 22, 2024 |
| price-improvement-20240719.csv | Jul 19, 2024 |
| price-improvement-20240718.csv | Jul 18, 2024 |
| price-improvement-20240717.csv | Jul 17, 2024 |
| price-improvement-20240716.csv | Jul 16, 2024 |
| price-improvement-20240715.csv | Jul 15, 2024 |
| price-improvement-20240712.csv | Jul 12, 2024 |
| price-improvement-20240711.csv | Jul 11, 2024 |
| price-improvement-20240710.csv | Jul 10, 2024 |
| price-improvement-20240709.csv | Jul 09, 2024 |
| price-improvement-20240708.csv | Jul 08, 2024 |
| price-improvement-20240705.csv | Jul 05, 2024 |
| price-improvement-20240703.csv | Jul 03, 2024 |
| price-improvement-20240702.csv | Jul 02, 2024 |
| price-improvement-20240701.csv | Jul 01, 2024 |