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-20191120.csv Nov 20, 2019
price-improvement-20191119.csv Nov 19, 2019
price-improvement-20191118.csv Nov 18, 2019
price-improvement-20191115.csv Nov 15, 2019
price-improvement-20191114.csv Nov 14, 2019
price-improvement-20191113.csv Nov 13, 2019
price-improvement-20191112.csv Nov 12, 2019
price-improvement-20191111.csv Nov 11, 2019
price-improvement-20191108.csv Nov 08, 2019
price-improvement-20191107.csv Nov 07, 2019
price-improvement-20191106.csv Nov 06, 2019
price-improvement-20191105.csv Nov 05, 2019
price-improvement-20191104.csv Nov 04, 2019
price-improvement-20191101.csv Nov 01, 2019