In the month of November price improved contracts on BOX Options Exchange (“BOX”) averaged 306,462 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP, averaged $603,928 per day, while total savings to investors in November was $11.47M. With this, BOX has saved investors over $694M since its inception in 2004. Overall average daily trading volume on BOX in the month of November was 465,614 contracts.
FTSE Mondo Visione Exchanges Index:
BOX Options Exchange Price Improvement Activity For November
Date 04/12/2015