I bought 20k just before the close today, to top up an account. 2K of it was bought on the TSX and I see 18 k was routed to the Alpha Exchange. In this case I had to pay .065, whereas if they would have kept it on the TSX, I may have only had to pay .06 for part of it. Oh well, whats .005 when its at $1.

http://www.alpha-group.ca/ALPHAMARKET/MarketActivity/SymbolLookupResults/tabid/97/Default.aspx?pid=92&symbol=shh

Checkout the couple trades made by BMO on the link.