Takie veshi slychautsa dovol'no chasto i eto ne slychainost'!! prakticheski vse bookmakeri i market makeri imeuyt praktiky to execute your order against their bid or ask. Vashi orders visvechivautsa y nego na ekrane za neskol'ko ticks do togo kak tyda doidet market. On srazy je vistavlaet execute vash order against his own bid or ask depending of what did your stop requested.

Edinstvennii pyt' izbejat' etogo eto to daytrade i vvodit' order samomy through ECN (if you have that option).

Good Luck