YES!!! Alot....... Heck, back at the .40'ish to .60'ish levels I either had to go 3-4 mm's up the chain with my buys to even get an ask fill and even then some of those buys were filled at the bid or in-between bid / ask..... I've even had 10k share buy orders sitting at high bid with etmm and showing on level 2 as high bid and had shares printed on the tape below me. I use LIMIT orders STRICTLY when I buy. So, the answer I have is yes sir, this has been taking place and quite frequently.......