Cboe EDGX 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-20200326.csv Mar 26, 2020
price-improvement-20200325.csv Mar 25, 2020
price-improvement-20200324.csv Mar 24, 2020
price-improvement-20200323.csv Mar 23, 2020
price-improvement-20200320.csv Mar 20, 2020
price-improvement-20200319.csv Mar 19, 2020
price-improvement-20200318.csv Mar 18, 2020
price-improvement-20200317.csv Mar 17, 2020
price-improvement-20200316.csv Mar 16, 2020
price-improvement-20200313.csv Mar 13, 2020
price-improvement-20200312.csv Mar 12, 2020
price-improvement-20200311.csv Mar 11, 2020
price-improvement-20200310.csv Mar 10, 2020
price-improvement-20200309.csv Mar 09, 2020
price-improvement-20200306.csv Mar 06, 2020
price-improvement-20200305.csv Mar 05, 2020
price-improvement-20200304.csv Mar 04, 2020
price-improvement-20200303.csv Mar 03, 2020
price-improvement-20200302.csv Mar 02, 2020