I'm not sure since I do not watch L2, but that is the cost of doing market orders. They are going to fill you at the best available price they have. If price is going up, you will tend to get filled a few points higher. Maybe wait for a downtick to hit the buy button? and an uptick for the sell?
The only other thing you can do is use limit orders... but that can be extremely difficult because of the volatility on these ETF's.
Action and reaction, ebb and flow, trial and error, change - this is the rhythm of living. Out of our over-confidence, fear; out of our fear, clearer vision, fresh hope. And out of hope, progress.