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-20171212.csv Dec 12, 2017
price-improvement-20171211.csv Dec 11, 2017
price-improvement-20171208.csv Dec 08, 2017
price-improvement-20171207.csv Dec 07, 2017
price-improvement-20171206.csv Dec 06, 2017
price-improvement-20171205.csv Dec 05, 2017
price-improvement-20171204.csv Dec 04, 2017
price-improvement-20171201.csv Dec 01, 2017