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-20190718.csv Jul 18, 2019
price-improvement-20190717.csv Jul 17, 2019
price-improvement-20190716.csv Jul 16, 2019
price-improvement-20190715.csv Jul 15, 2019
price-improvement-20190712.csv Jul 12, 2019
price-improvement-20190711.csv Jul 11, 2019
price-improvement-20190710.csv Jul 10, 2019
price-improvement-20190709.csv Jul 09, 2019
price-improvement-20190708.csv Jul 08, 2019
price-improvement-20190705.csv Jul 05, 2019
price-improvement-20190703.csv Jul 03, 2019
price-improvement-20190702.csv Jul 02, 2019
price-improvement-20190701.csv Jul 01, 2019