Ignorant question here: Since all I've ever placed have been limit orders, I'm not sure the reason for a market order. Is that where the MMs can sell you the shares for "the best possible price" i.e. the bid? And, if so, does that mean if you set a limit buy order at the ask, the MMs CAN'T sell you the shares at the bid? Somehow, I think that even if one places a limit order at the ask, MMs still find a way or reason to fill them at the bid.
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