Execution Quality Daily Reports

The BATS Exchanges 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_20150903.xlsx Sep 03, 2015
execution_quality_20150902.xlsx Sep 02, 2015
execution_quality_20150901.xlsx Sep 01, 2015

CSV Format

File Name Date
execution_quality_20150903.csv Sep 03, 2015
execution_quality_20150902.csv Sep 02, 2015
execution_quality_20150901.csv Sep 01, 2015

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