Their is a spread difference in every script , who make the profit from this difference?
Means nifty future buy 8587.70 and sell 8588.0 , this .30 paisa difference.
crude oil future buy 3201 sell 3200 and one rupee difference,so if any one buy a crude oil at 3201 at that time he already in 1 point loss, and he need 2 points move to break even (excluding brokerages)
Generally market maker will make this spread difference for creating market depth means for quoting on both sides of the bids. But if the scrip is very liquid then none can make that difference at-least all the times.Only via market orders spreads can be exchanged, if one places and sticks to limit order then there is no way to pay that spread but the price one has to pay for the trade not getting executed if he/she is on winning side may be few hundred times more than spread difference.