RE:Anybody know .....The Brokerage does. I use TD Ameritrade. Sometimes I get shares for less than my bid. Sometimes my bid will be the highest, and yet not be shown on the bid price. It is totally unpredictable what I see and what the execution price is. I also have an Interactive Brokers account that I use for the Canadian market only. Some days it is cheaper than OTC, and vice versa. All seems to be a bit of a mystery how it all works.