In the month of December, price improved contracts on BOX Options Exchange (“BOX”) averaged 199,725 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP averaged $172,992 per day, while total savings to investors this month were $3.5 MM. With this, BOX has saved investors over $412 MM since its inception in 2004. Overall average daily trading volume on BOX in the month of December was 414,435 contracts.
FTSE Mondo Visione Exchanges Index:
BOX Options Exchange Price Improvement Activity for December
Date 02/01/2013