As @TripeHound pointed out, there is no such thing as "current price". The stock market is based on the "willing buyer willing seller" rules. So based on the rule, the seller placing an order below the market average will grab up by the buyer.

Additional information :

Since the placement order is base on the speed displaying on the market(latency), there are traders with a deep pocket are exploiting such situation, i.e. rent a fast internet line and get fast computer to brokers located near the stock exchange. (Here is the story of trading latency) . e.g.

1. hour 10:20, investor X place buy limit of $101 from Broker J terminal
2. hour 10:21, investor Y place selling order of $99 from Broker K terminal
3. Broker J and Broker K data will reach the central exchange in a different time. There is a latency of making a trade for Broker J and broker K even they are automated.
4. Before Broker K initiate the sell which the electronic data interchange to confirm the deal, a third party with a computer algorithm with a fast internet line saw the margin between investor X and Y. The algorithm immediately places a buy order of 99.05, due to the faster line, it can grab the stock from Broker K before Broker J. Then the algorithm placed a selling order of 101 to Broker J. All this is done in fractions of seconds and guarantee profits.

As @TripeHound pointed out, there is no such thing as "current price". The stock market is based on the "willing buyer willing seller" rules. Based on the rule, the seller placing an order(99) that will grab up by the buyer with the price of 99.

In fact, during trading, there is a latency issue involve during trading. When a country market show High-frequency trading(HFT) , it is possible to Hack and profit from a HFT system.

A third party with a low latency connection to the stock exchange can indeed detect the price different and intercept the trade to make a margin from there.

As @TripeHound pointed out, there is no such thing as "current price". The stock market is based on the "willing buyer willing seller" rules. So based on the rule, the seller placing an order below the market average will grab up by the buyer.

Additional information :

Since the placement order is base on the speed displaying on the market(latency), there are traders with a deep pocket are exploiting such situation, i.e. rent a fast internet line and get fast computer to brokers located near the stock exchange. (Here is the story of trading latency) . e.g.

1. 10:20, investor X place buy limit of 101 from Broker J terminal
2. 10:21, investor Y place selling order of 99 from Broker K terminal
3. Broker J and Broker K data will reach the central exchange in a different time. There is a latency of making a trade for Broker J and broker K even they are automated.
4. Before Broker K initiate the sell which the electronic data interchange to confirm the deal, a third party with a computer algorithm with a fast internet line saw the margin between investor X and Y. The algorithm immediately places a buy order of 99.05, due to the faster line, it can grab the stock from Broker K before Broker J. Then the algorithm placed a selling order of 101 to Broker J. All this is done in fractions of seconds and guarantee profits.

As @TripeHound pointed out, there is no such thing as "current price". The stock market is based on the "willing buyer willing seller" rules. So based on the rule, the seller placing an order below the market average will grab up by the buyer.

Additional information :

Since the placement order is base on the speed displaying on the market(latency), there are traders with a deep pocket are exploiting such situation, i.e. rent a fast internet line and get fast computer to brokers located near the stock exchange. (Here is the story of trading latency) . e.g.

1. hour 10:20, investor X place buy limit of $101 from Broker J terminal
2. hour 10:21, investor Y place selling order of $99 from Broker K terminal
3. Broker J and Broker K data will reach the central exchange in a different time. There is a latency of making a trade for Broker J and broker K even they are automated.
4. Before Broker K initiate the sell which the electronic data interchange to confirm the deal, a third party with a computer algorithm with a fast internet line saw the margin between investor X and Y. The algorithm immediately places a buy order of 99.05, due to the faster line, it can grab the stock from Broker K before Broker J. Then the algorithm placed a selling order of 101 to Broker J. All this is done in fractions of seconds and guarantee profits.