Execution Quality Daily Reports

The BATS Exchanges (BZX Exchange and BYX Exchange) make the following market quality information publicly available to demonstrate the impact of BATS’ significant undisplayed liquidity, including true midpoint orders, on the economics of trading.

All calculated metrics are based on trades and quotes received from the Consolidated Tape during normal trading hours. Internal or external issues that result in dropped messages could affect the results of these reports. Please note that Excel Formatted files have multiple tabs.

Excel Format

File Name Date
execution_quality_20130523.xlsx May 23, 2013
execution_quality_20130522.xlsx May 22, 2013
execution_quality_20130521.xlsx May 21, 2013
execution_quality_20130520.xlsx May 20, 2013
execution_quality_20130517.xlsx May 17, 2013
execution_quality_20130516.xlsx May 16, 2013
execution_quality_20130515.xlsx May 15, 2013
execution_quality_20130514.xlsx May 14, 2013
execution_quality_20130513.xlsx May 13, 2013
execution_quality_20130510.xlsx May 10, 2013
execution_quality_20130509.xlsx May 09, 2013
execution_quality_20130508.xlsx May 08, 2013
execution_quality_20130507.xlsx May 07, 2013
execution_quality_20130506.xlsx May 06, 2013
execution_quality_20130503.xlsx May 03, 2013
execution_quality_20130502.xlsx May 02, 2013
execution_quality_20130501.xlsx May 01, 2013

CSV Format

File Name Date
execution_quality_20130523.csv May 23, 2013
execution_quality_20130522.csv May 22, 2013
execution_quality_20130521.csv May 21, 2013
execution_quality_20130520.csv May 20, 2013
execution_quality_20130517.csv May 17, 2013
execution_quality_20130516.csv May 16, 2013
execution_quality_20130515.csv May 15, 2013
execution_quality_20130514.csv May 14, 2013
execution_quality_20130513.csv May 13, 2013
execution_quality_20130510.csv May 10, 2013
execution_quality_20130509.csv May 09, 2013
execution_quality_20130508.csv May 08, 2013
execution_quality_20130507.csv May 07, 2013
execution_quality_20130506.csv May 06, 2013
execution_quality_20130503.csv May 03, 2013
execution_quality_20130502.csv May 02, 2013
execution_quality_20130501.csv May 01, 2013
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