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-20190314.csv||Mar 14, 2019|
|price-improvement-20190313.csv||Mar 13, 2019|
|price-improvement-20190312.csv||Mar 12, 2019|
|price-improvement-20190311.csv||Mar 11, 2019|
|price-improvement-20190308.csv||Mar 08, 2019|
|price-improvement-20190307.csv||Mar 07, 2019|
|price-improvement-20190306.csv||Mar 06, 2019|
|price-improvement-20190305.csv||Mar 05, 2019|
|price-improvement-20190304.csv||Mar 04, 2019|
|price-improvement-20190301.csv||Mar 01, 2019|