Execution Quality Monthly Reports

The Cboe U.S. Equities Exchanges make the following market quality information publicly available to demonstrate the impact of Cboe's significant undisplayed liquidity, including true midpoint orders, on the economics of trading.

All calculated metrics are based on trades and quotes received from the Consolidated Tape during normal trading hours. Internal or external issues that result in dropped messages could affect the results of these reports. Please note that Excel Formatted files have multiple tabs.

Excel Format

File Name Date
execution_quality_201801.xlsx Jan 2018

CSV Format

File Name Date
execution_quality_201801.csv Jan 2018