I put a sell order, on line, before market opens and the quantity is covered by the first and second buyer, and I put my price at the lower second buyer, I expect that, assuming the quantity etc remains unchanged, that my order would take out the higher first buyer and the second buyer, thus having an averaged price.
It has been my experience on numerous trades, that my lower prices sell is crossed before the market is opened and I wonder if there is a sort of insider trader happening.
