Cboe BZX U.S. Equities Exchange 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-20180116.csv Jan 16, 2018
price-improvement-20180112.csv Jan 12, 2018
price-improvement-20180111.csv Jan 11, 2018
price-improvement-20180110.csv Jan 10, 2018
price-improvement-20180109.csv Jan 09, 2018
price-improvement-20180108.csv Jan 08, 2018
price-improvement-20180105.csv Jan 05, 2018
price-improvement-20180104.csv Jan 04, 2018
price-improvement-20180103.csv Jan 03, 2018
price-improvement-20180102.csv Jan 02, 2018