      For example, ABC is quoted 30 bid for 1,000 shares, 20,000 sharesoffered at 30 1/4. The specialist receives a market order to buy 500shares. If not stopped, the order would be executed at 30 1/4, theprevailing offer. The specialist stops the order, guaranteeing that theorder will receive no worse than 30 1/4. The specialist then bids 30 1/8 onbehalf of the stopped order. ABC is now quoted at 30 1/8 bid for 500shares, 20,000 shares offered at 30 1/4. If one of the sellers hits the301/8 bid, the buyer received a price improvement by having his orderstopped (he bought at 30 1/8 instead of 30 1/4).