if you buy at, let's say $0.008/share, another guy sell at...

if you buy at, let's say $0.008/share, another guy sell at $0.009/share, would you pay $0.0085/share in practice? Vice versa. Since both buyers and sellers cannot quote the middle rate, where does the difference go, to the buyer, seller, or the broker?

The strange part is when CXXT happen, both the tiered buy and sell quotes do not change. In other words, CXXT conceal a lot of buy and sell intensions. In CGB's case, significant portion of transactions bear CXXT everyday. That's to say, the middle price can help move the price either way with a purpose. However, beyond the small potato's knowledge. CXXT has no transparency at all.