Note that that is not the question that you actually asked--in fact, it is much different, because even if "bats have the virus" that wouldn't tell us which bats were the original source ... surely the answer you're looking for as to "which animal" isn't simply "bats".

Precision is important in science. Speaking of which: COVID-19 is a disease. You presumably want to know about the origin of the virus, SARS-CoV-2. This distinction is particularly relevant to your question because an animal might well harbor the virus without having any disease symptoms, or it could have disease symptoms different from those that present in humans.

As for the origin: note that it took 14 years from the first case of SARS-1 until the originating bat population was stumbled upon. For numerous reasons, such a discovery may well never happen for SARS-CoV-2. (One of those possible reasons is something I dare not mention here, but you're likely to run across it if you google "Alina Chan".)