In the month of August, price improved contracts onBOX Options Exchange (“BOX”) averaged 260,924 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction (“PIP”) averaged $144,962 per day, while total savings to investors this month were $3.3 MM. With this, BOX has saved investors over $398 MM since its inception in 2004. Overall average daily trading volume on BOX in the monthof August was 527,405 contracts.
FTSE Mondo Visione Exchanges Index:
BOX Options Exchange Price Improvement Activity For August
Date 04/09/2012