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.
|price-improvement-20190613.csv||Jun 13, 2019|
|price-improvement-20190612.csv||Jun 12, 2019|
|price-improvement-20190611.csv||Jun 11, 2019|
|price-improvement-20190610.csv||Jun 10, 2019|
|price-improvement-20190607.csv||Jun 07, 2019|
|price-improvement-20190606.csv||Jun 06, 2019|
|price-improvement-20190605.csv||Jun 05, 2019|
|price-improvement-20190604.csv||Jun 04, 2019|
|price-improvement-20190603.csv||Jun 03, 2019|