There was a stock I traded once or twice when I started out: STRA It was thinly traded with a pretty wide spread. I noticed on the Level II screen that almost all the prints occurred inside the spread and I always wondered how that happened. I think I ended up placing limit order to get in and out of my couple of trades on it, but to this day have been curious as to where all those fills in the middle kept coming from.
there are hidden orders that are allowed in certain exchanges. you hit them and your order can get filled. if you do a "sweep to fill" order @ IB, and also check "seek price improvement", you can frequently hit those hidden orders. Basically I think these order types will gradually raise your order 1c at a time until the entire order is filled. this happens more with relatively illiquid stocks with large bid/offer spread. njrookie