Best Price Improvement (PIP)
Week ending January 27, 2012
| Date | Option | NBBO | Trade | Impr. |
|---|---|---|---|---|
| 1/25 | S CMI 120317C50.00 | 54.40 | 56.75 | 2.35 |
| 1/24 | S SDRL 130119C24.80 | 8.10 | 10.36 | 2.26 |
| 1/24 | B WPI 120818C30.00 | 27.60 | 25.39 | 2.21 |
Unit = US$ S = SELL - B = BUY
BOX Daily Market Share 2
February 2, 2012
| Symbol | Volume | Market Share |
|---|---|---|
| SPY | 40,489 | 2.8% |
| QQQ | 20,428 | 4.2% |
| IWM | 16,875 | 2.8% |
| BAC | 15,633 | 5.0% |
| SLV | 13,450 | 9.9% |
- Estimation of money saved by investor using PIP versus the prevailing National Best Bid or Offer (NBBO) at time of trade.
- Trading volume on BOX as percentage of overall trading volume at OCC in the classes listed on BOX.
Latest News
- February 2, 2012
-
BOX Price Improvement Activity Increases in January
In the month of January, price improved contracts on BOX Options Exchange averaged 318,067 per day.
- January 6, 2012
-
January 2012 InBOX
This is the January issue of InBOX, your news source from inside the BOX Options Exchange. This monthly publication will provide convenient summaries of recent developments at BOX.
- January 4, 2012
-
BOX Price Improvement Activity Increases in December
In the month of December, price improved contracts on BOX Options Exchange averaged 266,627 per day.
- December 2, 2011
-
December 2011 InBOX
This is the December issue of InBOX, your news source from inside the BOX Options Exchange. This monthly publication will provide convenient summaries of recent developments at BOX.
- December 1, 2011
-
BOX Price Improvement Activity Increases in November
In the month of November, price improved contracts on BOX Options Exchange averaged 289,373 per day.
