I realise that this has only come in since HSX made changes to the volatility system, so that may have something to do with it. I have noticed though, in the real stock market, if you and 10 other people place an order for one security, because of the demand, the price jumps. I'm not sure whether or not the system here has been built to mimic that in every trade or not though. What I mean by that is I think that it could be, because there is "demand" for it, even if it's only one person buying the stock, the price jumps. Technically I think because the order was placed at a certain value you should get it at that value instead of that value plus chuckage either way, but I suppose HSX know what they're doing with it. I suppose now it's a case of learn to live with it and try to take advantage of it somehow (although I don't really know how you could).