You go to the market (broker) and say you want to buy an orange for 2$. You go to the "free" market (Robin Hood) that doesn't have any transaction costs for orange buying. This is your own choice. There are tons of orange sellers at the market who sell oranges for different prices, but it doesn't matter, because everybody has to go through the same guy (Citadel, Citadel pays for this privilege). Everybody has to go through Citadel, because everybody wants to trade for "free".

Citadel gets your 2$ order for an orange before anybody else at the market. They find someone who is selling an orange for 1,80$, they buy it from them and sell to you for 2$ and pocket the difference.

In reality, it's even worse than that: they will sell you the 2$ orange instantly without owning any orange or buying any orange and figure out how to get the orange later. Or never. (since stocks are digital you can pretend to deliver a stock (without actually delivering it) very easily as opposed to pretending to deliver an orange)