(difference between bid and ask) is small. For instance Goog which trades above $400, the bid as of now is $1,151.00 bid 1,158.38. 38 cents on an 1,100 dollar stock.

There is a thing called a fast market. Happens rarely but the price's can gap up or down.

Way back when I put in to buy some options (calls) on the OEX. I put in at market when it was $1.50. Within an hour it was $5 and I thought I had made a killing. It took a half hour for them to get back to me on my fill and I filled at $3.50.

I of course hollered and screamed, but a fast market had been declared and there was nothing I could do. This was in the 80's and I don't do options anymore so things are probably more sophisticated now, however a few times I have seen the gaps on stocks happen a few times.