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.
|price-improvement-20131210.csv||Dec 10, 2013|
|price-improvement-20131209.csv||Dec 09, 2013|
|price-improvement-20131206.csv||Dec 06, 2013|
|price-improvement-20131205.csv||Dec 05, 2013|
|price-improvement-20131204.csv||Dec 04, 2013|
|price-improvement-20131203.csv||Dec 03, 2013|
|price-improvement-20131202.csv||Dec 02, 2013|