Funny but when ever I tried to buy on the bid it took too long and I always moved my buy over to the ask price and then it would go through (working on patience!). I think people start to buy more on the 'ask' when a stock is moving up because when they put a buy in on the bid price they end up not getting the trade and chasing the price up so they hurry up and go to the ask price and that scenario can start to snowball and run a price up. But usually you need some big news to start that.
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