OpenMarkets will place the order where they can get the best price for you. So if there's a better price available on Chi-X, that's where your order is placed and you won't see the ASX numbers change. They're doing it for your benefit.
The official policy is here: https://www.openmarkets.com.au/assets/documents/legal/Best-Execution-Policy.pdf
Orders through SelfWealth being filled through the Chi-X, page-3
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