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-20241121.csv | Nov 21, 2024 |
| price-improvement-20241120.csv | Nov 20, 2024 |
| price-improvement-20241119.csv | Nov 19, 2024 |
| price-improvement-20241118.csv | Nov 18, 2024 |
| price-improvement-20241115.csv | Nov 15, 2024 |
| price-improvement-20241114.csv | Nov 14, 2024 |
| price-improvement-20241113.csv | Nov 13, 2024 |
| price-improvement-20241112.csv | Nov 12, 2024 |
| price-improvement-20241111.csv | Nov 11, 2024 |
| price-improvement-20241108.csv | Nov 08, 2024 |
| price-improvement-20241107.csv | Nov 07, 2024 |
| price-improvement-20241106.csv | Nov 06, 2024 |
| price-improvement-20241105.csv | Nov 05, 2024 |
| price-improvement-20241104.csv | Nov 04, 2024 |
| price-improvement-20241101.csv | Nov 01, 2024 |