In the month of November, price improved contracts on BOX Options Exchange (“BOX”) averaged 205,224 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP averaged $228,037 per day, while total savings to investors this month were $4.8 MM. With this, BOX has saved investors over $409 MM since its inception in 2004. Overall average daily trading volume on BOX in the month of November was 485,178 contracts.
Click here for details.
