Precisely, and money isn't the only factor here. Your contacts, your firm's contacts and your trade volumes (amongst other things) can get result in you getting preferential treatment.

Thanks, I could not see that implication. I guess it shows what field I do not work in :-)

I was going to make the same point. At lower timescales, things look very different. Also the number of orders, cancels and corrects has exploded in the last couple of decades, purely because of algorithmic speculation. This makes the market significantly less transparent, and the weird and wonderful matching algorithms employed by exchanges often get gamed by colo'd traders with the relevant knowledge.