Volume Statistics
* "Average Improvement" is trade-weighted average for all contracts PIPed during the trading session. The figure is calculated by comparing the PIP execution price to the best bid or offer, as appropriate, available on the other six options exchanges at the beginning of the PIP.
February 2012
| Date | Classes | Calls | Puts | Total Volume | Contracts PIPed |
Average Improvement* |
|---|---|---|---|---|---|---|
| February 2, 2012 | 1,559 | 328,725 | 228,470 | 557,195 | 287,219 | $ 0.0060 |
| February 1, 2012 | 1,559 | 407,005 | 264,941 | 671,946 | 373,479 | $ 0.0044 |
January 2012
| Date | Classes | Calls | Puts | Total Volume | Contracts PIPed |
Average Improvement* |
|---|---|---|---|---|---|---|
| January 31, 2012 | 1,559 | 298,250 | 202,280 | 500,530 | 251,444 | $ 0.0063 |
| January 30, 2012 | 1,559 | 296,858 | 209,842 | 506,700 | 266,570 | $ 0.0056 |
| January 27, 2012 | 1,558 | 343,010 | 238,953 | 581,963 | 312,270 | $ 0.0053 |
| January 26, 2012 | 1,558 | 420,293 | 309,603 | 729,896 | 394,119 | $ 0.0050 |
| January 25, 2012 | 1,558 | 430,513 | 305,728 | 736,241 | 386,597 | $ 0.0055 |
| January 24, 2012 | 1,558 | 320,370 | 224,111 | 544,481 | 302,533 | $ 0.0059 |
| January 23, 2012 | 1,558 | 412,674 | 257,629 | 670,303 | 360,210 | $ 0.0050 |
| January 20, 2012 | 1,558 | 418,319 | 228,539 | 646,858 | 331,097 | $ 0.0065 |
| January 19, 2012 | 1,558 | 458,731 | 284,764 | 743,495 | 417,204 | $ 0.0057 |
| January 18, 2012 | 1,558 | 380,852 | 272,035 | 652,887 | 350,144 | $ 0.0049 |
| January 17, 2012 | 1,557 | 339,954 | 247,142 | 587,096 | 316,098 | $ 0.0050 |
| January 13, 2012 | 1,557 | 299,662 | 253,022 | 552,684 | 314,745 | $ 0.0037 |
| January 12, 2012 | 1,558 | 318,667 | 233,078 | 551,745 | 305,912 | $ 0.0049 |
| January 11, 2012 | 1,558 | 252,907 | 166,557 | 419,464 | 170,667 | $ 0.0056 |
| January 10, 2012 | 1,557 | 353,441 | 278,324 | 631,765 | 367,633 | $ 0.0045 |
| January 9, 2012 | 1,557 | 274,006 | 200,567 | 474,573 | 248,211 | $ 0.0066 |
| January 6, 2012 | 1,557 | 335,900 | 234,681 | 570,581 | 318,827 | $ 0.0043 |
| January 5, 2012 | 1,557 | 377,553 | 259,967 | 637,520 | 345,006 | $ 0.0047 |
| January 4, 2012 | 1,557 | 264,962 | 194,425 | 459,387 | 245,613 | $ 0.0073 |
| January 3, 2012 | 1,557 | 386,769 | 234,026 | 620,795 | 356,433 | $ 0.0044 |
