Дык куда мне...

Just for info:
For trades of more than 1,000 shares, a market maker uses a system called SelectNet, and often deliberately posts low-ball ask prices and then haggles for more once the bait has been taken. Trades of 1,000 or fewer shares appear on the Small Order Execution System (SOES). Unlike orders on SelectNet, SOES trades are automatically transacted at the price market makers post – scuttling their ability to bait and switch.
SOES was implemented by NASDAQ in 1985. Following the 1987 market crash, all market makers were required to use SOES. This system is intended to help the small investor (hence the name) have his or her transactions executed without allowing market makers to take advantage of said small investor. You may see mention of "SOES Bandits" which is slang for people who day-trade stocks on the NASDAQ using the SOES. A SOES bandit tries to scalp profits on the spreads.

Visit http://invest-faq.com for more on that topic.

Profitable trading,
Aleks