In very thinly traded stocks you can not chase. Has nothing to do with people being crooks, "they" are just playing their cards.
For stocks with decent volume that I really want to buy (all the same on the sell side), I place a limit at the ask or even above. For thinly traded stocks, I place it just over the bid and wait. Either get the shares or not.
You are free to place your limit bid at the ask, but be careful. They might nibble a few shares and then move away. So if placing at or above the ask to insure a fill, go all or nothing.
And who are they?