That is how it works. When you buy stock, you buy it from market makers, such as Citadel, for the Ask price, and when you sell it, Citadel buys the stock for th

That is how it works. When you buy stock, you buy it from market makers, such as Citadel, for the Ask price, and when you sell it, Citadel buys the stock for the bid price. At the moment Google's Ask is $803.39 and Bid is $803.15, so Citadel would make $0.24 off each transaction. Multiply that by avg daily volume, equates to $421,872 in daily profits for market making. I wouldn't be suppressed if Citadel simply sells marginally cheaper just so they get more volume to extract information about price/volume trends before their competitors can