Bats BYX 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-20170524.csv May 24, 2017
price-improvement-20170523.csv May 23, 2017
price-improvement-20170522.csv May 22, 2017
price-improvement-20170519.csv May 19, 2017
price-improvement-20170518.csv May 18, 2017
price-improvement-20170517.csv May 17, 2017
price-improvement-20170516.csv May 16, 2017
price-improvement-20170515.csv May 15, 2017
price-improvement-20170512.csv May 12, 2017
price-improvement-20170511.csv May 11, 2017
price-improvement-20170510.csv May 10, 2017
price-improvement-20170509.csv May 09, 2017
price-improvement-20170508.csv May 08, 2017
price-improvement-20170505.csv May 05, 2017
price-improvement-20170504.csv May 04, 2017
price-improvement-20170503.csv May 03, 2017
price-improvement-20170502.csv May 02, 2017
price-improvement-20170501.csv May 01, 2017