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-20170112.csv Jan 12, 2017
price-improvement-20170111.csv Jan 11, 2017
price-improvement-20170110.csv Jan 10, 2017
price-improvement-20170109.csv Jan 09, 2017
price-improvement-20170106.csv Jan 06, 2017
price-improvement-20170105.csv Jan 05, 2017
price-improvement-20170104.csv Jan 04, 2017
price-improvement-20170103.csv Jan 03, 2017