[londons_explore]

The counterparty for the bid price, and the counterparty for the ask price are commonly the same person.

So when you execute both trades, you are putting a literal $20 into their pocket.

[dchftcs]

Then just don't execute both trades... and everyone can quote on the current bid or the ask price, you should do it too if you're afraid of crossing the spread.

[shahmeern]

That's fair but calling it a fee is disingenuous, especially considering your contrived scenario of buying and then immediately selling