Cboe EDGA 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-20171017.csv Oct 17, 2017
price-improvement-20171016.csv Oct 16, 2017
price-improvement-20171013.csv Oct 13, 2017
price-improvement-20171012.csv Oct 12, 2017
price-improvement-20171011.csv Oct 11, 2017
price-improvement-20171010.csv Oct 10, 2017
price-improvement-20171009.csv Oct 09, 2017
price-improvement-20171006.csv Oct 06, 2017
price-improvement-20171005.csv Oct 05, 2017
price-improvement-20171004.csv Oct 04, 2017
price-improvement-20171003.csv Oct 03, 2017
price-improvement-20171002.csv Oct 02, 2017