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-20180315.csv Mar 15, 2018
price-improvement-20180314.csv Mar 14, 2018
price-improvement-20180313.csv Mar 13, 2018
price-improvement-20180312.csv Mar 12, 2018
price-improvement-20180309.csv Mar 09, 2018
price-improvement-20180308.csv Mar 08, 2018
price-improvement-20180307.csv Mar 07, 2018
price-improvement-20180306.csv Mar 06, 2018
price-improvement-20180305.csv Mar 05, 2018
price-improvement-20180302.csv Mar 02, 2018
price-improvement-20180301.csv Mar 01, 2018