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-20170324.csv Mar 24, 2017
price-improvement-20170323.csv Mar 23, 2017
price-improvement-20170322.csv Mar 22, 2017
price-improvement-20170321.csv Mar 21, 2017
price-improvement-20170320.csv Mar 20, 2017
price-improvement-20170317.csv Mar 17, 2017
price-improvement-20170316.csv Mar 16, 2017
price-improvement-20170315.csv Mar 15, 2017
price-improvement-20170314.csv Mar 14, 2017
price-improvement-20170313.csv Mar 13, 2017
price-improvement-20170310.csv Mar 10, 2017
price-improvement-20170309.csv Mar 09, 2017
price-improvement-20170308.csv Mar 08, 2017
price-improvement-20170307.csv Mar 07, 2017
price-improvement-20170306.csv Mar 06, 2017
price-improvement-20170303.csv Mar 03, 2017
price-improvement-20170302.csv Mar 02, 2017
price-improvement-20170301.csv Mar 01, 2017