In the month of September, price improved contracts on BOX Options Exchange (“BOX”) averaged 226,490 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP, averaged $370,997 per day, while total savings to investors in September was $7.79M. With this, BOX has saved investors over $672M since its inception in 2004. Overall average daily trading volume on BOX in the month of September was 400,595 contracts.
FTSE Mondo Visione Exchanges Index:
BOX Options Exchange Price Improvement Activity For September
Date 07/10/2015