In the month of June, price improved contracts on BOX Options Exchange (“BOX”) averaged 187,312 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP, averaged $185,259 per day, while total savings to investors this month was $3.7 MM. With this, BOX has saved investors over $438 MM since its inception in 2004. Overall average daily trading volume on BOX in the month of June was 373,337 contracts.
FTSE Mondo Visione Exchanges Index:
BOX Options Exchange Price Improvement Activity For June
Date 02/07/2013