      For example, ABC is quoted at 30 bid for 1000 shares, 20,000 sharesoffered at 30 1/8. The large imbalance on the offer side suggests that abuy market order, if stopped, is likely to receive a price improvement. Ifthe specialist receives a market order to buy 500 shares, and the order isnot stopped, it will be filled at 30 1/8, the prevailing offer. Thespecialist stops the order, guaranteeing that the order will receive noworse than 30 1/8, and adds the order to the other 30, creating a new quoteof 30 bid for 1,500 shares, 20,000 shares offered at 30 1/8. The 1,000shares already at the bid have time priority over the stopped 500 shares.