08/18/2022 | Press release | Distributed by Public on 08/18/2022 10:27
Author
Kevin Tyrrell
Head of NYSE Research
Published
August 18, 2022
To help enable a data-driven, fact-based discussion around price improvement activity, NYSE has published a study quantifying the aggregate price improvement achieved by US equity investors in H1 2022 and analyzing its composition. Our study is based on public TAQ data and evaluates every standard trade in the first two quarters against the prevailing NBBO at that time.