Download the 200808 and 201408 execution quality reports at http://www.chx.com/trading-information/execution-quality/.

Using the field definitions linked from that page, examine the execution quality for marketable limit orders only. Specifically, compute for each month and size group the overall average of the stock-specific:

average realized spread for covered order executions;

average effective spread for covered order executions; and,

share-weighted average time from order receipt to execution (at the quote).

Thus you should report 2 (months) 3 (averages) 4 (order size groups) = 24 numbers. To make that coherent, show how each number changes over time in each group. (Can perform this question on R)