Execution Quality Monthly 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_201603.xlsx Mar 2016
execution_quality_201602.xlsx Feb 2016
execution_quality_201601.xlsx Jan 2016

CSV Format

File Name Date
execution_quality_201603.csv Mar 2016
execution_quality_201602.csv Feb 2016
execution_quality_201601.csv Jan 2016

© 2016 Bats Global Markets, Inc. - All Rights Reserved