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-20211126.csv | Nov 26, 2021 |
| price-improvement-20211124.csv | Nov 24, 2021 |
| price-improvement-20211123.csv | Nov 23, 2021 |
| price-improvement-20211122.csv | Nov 22, 2021 |
| price-improvement-20211119.csv | Nov 19, 2021 |
| price-improvement-20211118.csv | Nov 18, 2021 |
| price-improvement-20211117.csv | Nov 17, 2021 |
| price-improvement-20211116.csv | Nov 16, 2021 |
| price-improvement-20211115.csv | Nov 15, 2021 |
| price-improvement-20211112.csv | Nov 12, 2021 |
| price-improvement-20211111.csv | Nov 11, 2021 |
| price-improvement-20211110.csv | Nov 10, 2021 |
| price-improvement-20211109.csv | Nov 09, 2021 |
| price-improvement-20211108.csv | Nov 08, 2021 |
| price-improvement-20211105.csv | Nov 05, 2021 |
| price-improvement-20211104.csv | Nov 04, 2021 |
| price-improvement-20211103.csv | Nov 03, 2021 |
| price-improvement-20211102.csv | Nov 02, 2021 |
| price-improvement-20211101.csv | Nov 01, 2021 |