Bats BZX Exchange Price Improvement

The Bats Exchanges make the following price improvement information publicly available to demonstrate the impact of Bats' matching engine technology and significant undisplayed liquidity, including true midpoint orders, on the economics of trading.

Each row of data on the files reflects, for a given symbol, the total price improvement, the number of shares, and the average price improvement per share.

File Name Date
price-improvement-20170420.csv Apr 20, 2017
price-improvement-20170419.csv Apr 19, 2017
price-improvement-20170418.csv Apr 18, 2017
price-improvement-20170417.csv Apr 17, 2017
price-improvement-20170413.csv Apr 13, 2017
price-improvement-20170412.csv Apr 12, 2017
price-improvement-20170411.csv Apr 11, 2017
price-improvement-20170410.csv Apr 10, 2017
price-improvement-20170407.csv Apr 07, 2017
price-improvement-20170406.csv Apr 06, 2017
price-improvement-20170405.csv Apr 05, 2017
price-improvement-20170404.csv Apr 04, 2017
price-improvement-20170403.csv Apr 03, 2017