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_201503.xlsx Mar 2015
execution_quality_201502.xlsx Feb 2015
execution_quality_201501.xlsx Jan 2015

CSV Format

File Name Date
execution_quality_201503.csv Mar 2015
execution_quality_201502.csv Feb 2015
execution_quality_201501.csv Jan 2015

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