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-20190916.csv Sep 16, 2019
price-improvement-20190913.csv Sep 13, 2019
price-improvement-20190912.csv Sep 12, 2019
price-improvement-20190911.csv Sep 11, 2019
price-improvement-20190910.csv Sep 10, 2019
price-improvement-20190909.csv Sep 09, 2019
price-improvement-20190906.csv Sep 06, 2019
price-improvement-20190905.csv Sep 05, 2019
price-improvement-20190904.csv Sep 04, 2019
price-improvement-20190903.csv Sep 03, 2019