Mr. B
Some online brokers, like Ameritrade, Scott Trade, etc. "guarantee" that your trade ( usually the "market trade") will go through within 60 seconds, or else it's free.
To satisfy this condition, they let a small amount go through
( 5000 at sub-penny for example). Now you've paid the fee for this small trade, and what do you do when the MMs move the Bid/Ask out of your trade range? Most people swear, scream, and question the parentage of the MMs!
JMO,
Prof