Mappo, it does not work that way as you say
here is how it goes the buying and selling
lets assume bid at 0.002 and ask 0.003
you put in order at ask 0.003
means that you are not buying at that price but willing to pay maximum of 0.003
now if there are no sellers, the MM is kind of obliged to fill that order regardless of there is a seller or no
in the mean time if a seller shows up at 0.0025 with same amount of shares or more
than the mm fills the order at 0.0025 and keeps the rest of shares if any left
that is the reason you get less than the ask
it does happen and that is the way to fill orders
I hope it was clear my explanation
do some research on the matter and you will see I am right
manipulation or games played by mm is a different issue which comes in between, while buying and selling
but the orderly way of filling orders is the way I explained
If Art was around, who is a poster that use to be a trader on floor now retired, he would of confirmed it
have not seem him for a long time now
GL
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