The problem is that the order is executed well above the real price, however with AAPL or other instruments this does not happen.
What makes me think that it is due to liquidity, however I see that these BKNG, IBAA markets have a large daily volume.
I would like to know if the problem is liquidity and if it is, how can I identify these markets that execute market orders at prices well above reality?
Could you avoid this situation by executing directly in the order book?
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