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-20220630.csv | Jun 30, 2022 |
| price-improvement-20220629.csv | Jun 29, 2022 |
| price-improvement-20220628.csv | Jun 28, 2022 |
| price-improvement-20220627.csv | Jun 27, 2022 |
| price-improvement-20220624.csv | Jun 24, 2022 |
| price-improvement-20220623.csv | Jun 23, 2022 |
| price-improvement-20220622.csv | Jun 22, 2022 |
| price-improvement-20220621.csv | Jun 21, 2022 |
| price-improvement-20220617.csv | Jun 17, 2022 |
| price-improvement-20220616.csv | Jun 16, 2022 |
| price-improvement-20220615.csv | Jun 15, 2022 |
| price-improvement-20220614.csv | Jun 14, 2022 |
| price-improvement-20220613.csv | Jun 13, 2022 |
| price-improvement-20220610.csv | Jun 10, 2022 |
| price-improvement-20220609.csv | Jun 09, 2022 |
| price-improvement-20220608.csv | Jun 08, 2022 |
| price-improvement-20220607.csv | Jun 07, 2022 |
| price-improvement-20220606.csv | Jun 06, 2022 |
| price-improvement-20220603.csv | Jun 03, 2022 |
| price-improvement-20220602.csv | Jun 02, 2022 |
| price-improvement-20220601.csv | Jun 01, 2022 |