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-20170920.csv Sep 20, 2017
price-improvement-20170919.csv Sep 19, 2017
price-improvement-20170918.csv Sep 18, 2017
price-improvement-20170915.csv Sep 15, 2017
price-improvement-20170914.csv Sep 14, 2017
price-improvement-20170913.csv Sep 13, 2017
price-improvement-20170912.csv Sep 12, 2017
price-improvement-20170911.csv Sep 11, 2017
price-improvement-20170908.csv Sep 08, 2017
price-improvement-20170907.csv Sep 07, 2017
price-improvement-20170906.csv Sep 06, 2017
price-improvement-20170905.csv Sep 05, 2017
price-improvement-20170901.csv Sep 01, 2017