My broker called me back after he researched the issues i had brought to his attention.

The scottrade web site will use the pricing points for bid and ask that are currently on the pink sheets or other exchanges. But when an order is placed, the computer will find the best price and liquidity available.

It might be that the computer will fill large orders on different exchanges; but for the same low fee.

Market orders will be filled at the best price from a number of exchanges.... so the price between bid and ask my get smaller as they compete to get the trades.

I have been with Scottrade since 1980...my family was one of their first customers...here in Scottsdale.

I know there had to be a better explanation.