You only are led to believe this is what's happening, it's not. The role of the MM is like a wearhouse,they hold a determined number of shares. they would never make money from buying and selling the shares back and forth to each other at the same prices, they buy and sell according to the orders they get.
Think about it how could VFiN and VNDM make a profit by buying the stock from each other just to turn around and sell it back to each other at a lower cost? They are selling/buying what we tell them
Market Data 
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