After you use an ATM in Thailand (or anywhere I suppose) pull up your bank website in a couple hours. Check how much was actually withdrawn from your account in your currency and then compute what the conversion rate is for the amount of baht you got. Compare the exchange rate from your statement amount to what the bank was offering for that same time and date.

Some fees you pay may not show up as fees on statements. You just get a lower exchange rate.

When you use the ATM jot down the exchange rate showing in the bank window. When you check your statement later see what exchange rate you actually got using the ATM.