You can find Auction Insights in the web interface from the Campaigns page under the Details drop-down menu. You’ll be able to get reports at the keyword, ad group or campaign levels, so long as there’s been enough activity for comparison.
Even Excel hasn’t been left out. Comparison data is available through the Bing Ads Intelligence add-in for the popular spreadsheet program.
Here is the Bing Ads help page for more information about Auction Insights. Following is a video from Bing Ads.