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-20170223.csv Feb 23, 2017
price-improvement-20170222.csv Feb 22, 2017
price-improvement-20170221.csv Feb 21, 2017
price-improvement-20170217.csv Feb 17, 2017
price-improvement-20170216.csv Feb 16, 2017
price-improvement-20170215.csv Feb 15, 2017
price-improvement-20170214.csv Feb 14, 2017
price-improvement-20170213.csv Feb 13, 2017
price-improvement-20170210.csv Feb 10, 2017
price-improvement-20170209.csv Feb 09, 2017
price-improvement-20170208.csv Feb 08, 2017
price-improvement-20170207.csv Feb 07, 2017
price-improvement-20170206.csv Feb 06, 2017
price-improvement-20170203.csv Feb 03, 2017
price-improvement-20170202.csv Feb 02, 2017
price-improvement-20170201.csv Feb 01, 2017