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Market makers (market participants who are interested in either buying or selling) are like used car dealers. If you are in the market to buy or sell a car, you could choose to find a buyer or seller yourself, and you may well get a better price going that route. It will also usually require more work from you and take longer than if you just went to a car dealer. So that's the tradeoff: save time via an intermediary (who will likely profit from the transaction), or do more work yourself and possibly get a better price.