Bats EDGA 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-20170817.csv Aug 17, 2017
price-improvement-20170816.csv Aug 16, 2017
price-improvement-20170815.csv Aug 15, 2017
price-improvement-20170814.csv Aug 14, 2017
price-improvement-20170811.csv Aug 11, 2017
price-improvement-20170810.csv Aug 10, 2017
price-improvement-20170809.csv Aug 09, 2017
price-improvement-20170808.csv Aug 08, 2017
price-improvement-20170807.csv Aug 07, 2017
price-improvement-20170804.csv Aug 04, 2017
price-improvement-20170803.csv Aug 03, 2017
price-improvement-20170802.csv Aug 02, 2017
price-improvement-20170801.csv Aug 01, 2017