Bats EDGX 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-20170623.csv Jun 23, 2017
price-improvement-20170622.csv Jun 22, 2017
price-improvement-20170621.csv Jun 21, 2017
price-improvement-20170620.csv Jun 20, 2017
price-improvement-20170619.csv Jun 19, 2017
price-improvement-20170616.csv Jun 16, 2017
price-improvement-20170615.csv Jun 15, 2017
price-improvement-20170614.csv Jun 14, 2017
price-improvement-20170613.csv Jun 13, 2017
price-improvement-20170612.csv Jun 12, 2017
price-improvement-20170609.csv Jun 09, 2017
price-improvement-20170608.csv Jun 08, 2017
price-improvement-20170607.csv Jun 07, 2017
price-improvement-20170606.csv Jun 06, 2017
price-improvement-20170605.csv Jun 05, 2017
price-improvement-20170602.csv Jun 02, 2017
price-improvement-20170601.csv Jun 01, 2017