Automatically unblocking executables downloaded from the web site

I have a web site (intranet) that allows you to download an executable (currently a .Net Console Application) written in ASP.NET and is using https.

However on many machines I can't run it right away after download - I need to right click on it, go to Properties and click Unblock which makes using this app uncomfortable (users will often have to download this executable and run - every time it is a new one as it is code generated)

Is there any way to make this executable automatically unblocked? Modifying client machine is not an option, but I can do anything with the server.

From the beginning I thought this is impossible as it is a security protection, but Chrome somehow does this. If I take a new PC with IE installed, type Chrome into Bing and install it - I don't have to unblock executable.

So far I've tested this only on W10 Chrome and IE, but I am pretty sure older Windows versions have this problem as well.