In the month of November, price improved contracts on BOX Options Exchange (“BOX”) averaged 145,352 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP, averaged $229,865 per day, while total savings to investors this month was $4.6 MM. With this, BOX has saved investors over $462 MM since its inception in 2004. Overall average daily trading volume on BOX in the month of November was 347,185 contracts.
FTSE Mondo Visione Exchanges Index:
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BOX Price Improvement Activity For November
Date 03/12/2013
