Price Improvement Data

The BATS Exchanges (BZX Exchange and BYX Exchange) make the following price improvement information publicly available to demonstrate the impact of BATS' matching engine technology and significant undisplayed liquidity, including true midpoint orders, on the economics of trading.

Each row of data on the files reflects, for a given symbol, the total price improvement, the number of shares, and the average price improvement per share.

© 2014 BATS Global Markets, Inc. - All Rights Reserved