I’ve been able to get closer to 0.6% on IB. I’ve done that by entering the order at a favorable price and then manually adjusting it by a small amount once a day until it gets filled. There’s probably a better way to do it, but that’s what’s worked for me.
What box spread upper and lower bounds have you been using? Are you using IB’s smart routing or manual routing?
I used SPX Dec ’22, 2700⁄3000 (S&P was closer to those prices when I entered the position). And smart routing I think. Whatever the default is. I didn’t manually choose an exchange.