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-20190117.csv Jan 17, 2019
price-improvement-20190116.csv Jan 16, 2019
price-improvement-20190115.csv Jan 15, 2019
price-improvement-20190114.csv Jan 14, 2019
price-improvement-20190111.csv Jan 11, 2019
price-improvement-20190110.csv Jan 10, 2019
price-improvement-20190109.csv Jan 09, 2019
price-improvement-20190108.csv Jan 08, 2019
price-improvement-20190107.csv Jan 07, 2019
price-improvement-20190104.csv Jan 04, 2019
price-improvement-20190103.csv Jan 03, 2019
price-improvement-20190102.csv Jan 02, 2019