Another trick they use also is if say you are on the bid at.66...

Another trick they use also is if say you are on the bid at.66 for a couple of thousand shares and the ask is at, lets say .69 and it sits there for a while, they will come in over the ask at.66 for one share, now you have the situation that you have started the transaction as far as your broker is concerned, what do you do? do you sit and wait and hope that the ask comes back to the .66 or do you get nervous thinking that your parcel will not be fully filled? you may end up buying just one share for .66 and have brokerage of around $28 if god forbid the worst happens, basically they force you to up your bid to the ask, they can do this because they don't pay brokerage everytime, they just pay brokerage on a bulk ammount, it isn't a level playing field indeed is it!