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-20170724.csv Jul 24, 2017
price-improvement-20170721.csv Jul 21, 2017
price-improvement-20170720.csv Jul 20, 2017
price-improvement-20170719.csv Jul 19, 2017
price-improvement-20170718.csv Jul 18, 2017
price-improvement-20170717.csv Jul 17, 2017
price-improvement-20170714.csv Jul 14, 2017
price-improvement-20170713.csv Jul 13, 2017
price-improvement-20170712.csv Jul 12, 2017
price-improvement-20170711.csv Jul 11, 2017
price-improvement-20170710.csv Jul 10, 2017
price-improvement-20170707.csv Jul 07, 2017
price-improvement-20170706.csv Jul 06, 2017
price-improvement-20170705.csv Jul 05, 2017
price-improvement-20170703.csv Jul 03, 2017