| Data for Jul 02 | Tape A (NYSE) |
Tape B (Regionals) |
Tape C (Nasdaq) |
Total |
|---|---|---|---|---|
| Market Volume | 3,931,224,429 | 1,666,764,371 | 1,949,958,896 | 7,547,947,696 |
| BATS Volume* | 492,320,981 | 282,250,865 | 264,161,722 | 1,045,336,545 |
| BATS % Market* | 12.52% | 16.93% | 13.55% | 13.85% |
| BATS Symbols | 2,518 | 882 | 2,321 | 5,721 |
Orders now executed in less than 400 microseconds on average and are visible via Multicast PITCH in 630 microseconds.
BOLT displays the marketable order at the opposite side of the NBBO through the proprietary BATS data feeds for a limited exposure period. It can be applied to BATS ONLY orders and BATS orders which use CYCLE or RECYCLE.
BATS Exchange’s smart order router strategies sequentially and aggressively cycle through protected markets to attain the best price points up to, and including, the limit price on the original order.
| Securities | Adding Liquidity | Removing Liquidity | Routing Out* |
|---|---|---|---|
| Displayed Book (All Tapes) | $.0024 | $.0025 | $.0020/$.0026** |
| Dark Scan (All Tapes) | --- | --- | $.0001 Rebate |
| Securities under $1 | FREE | FREE | .26% |
- BATS' market data is free of charge to broker-dealers.
- *See the Fee Schedule for Non-Standard Routing Charges.
- ** $.0020 for shares executed through DART. $.0026 for shares executed through CYCLE.
07/01/09 BATS Exchange remains world’s third-largest exchange operator; BATS Europe executes 3.32% of European market overall, 5% in FSTE 100.
06/22/09 Fast-growing MTF has recorded one-day notional value and overall market share highs of €1.24 billion traded with a 4.02% share of the European market since launching an inverted pricing special on June 1st.
06/16/09 Orders now execute in less than 400 microseconds on average; visible via Multicast PITCH in 630 microseconds.
06/05/09 Pre-routing display strategy available for use with both BATS Only orders and with certain routing strategies.
06/04/09 Release of the pre-routing display strategy is effective Friday, June 5th.