And this is an interesting little wrinkle, but one reason for the proliferation of high-frequency trading is to make the quoted spread to be wider than it needs to be. In the presence of predatory HFT techniques people who just want to provide honest liquidity (but who cannot afford 30 FPGA engineers) are forced to either leave the market all together or to provide quotes extremely wide to prevent the HFTs from picking them off (i.e. using information that everyone acknowledges will changes the prices, but doing it half a miscrosecond before you can, and thus forcing you to make a trade at a bad price).
I remember reading about this (can't find the original source) and I thought there was a subtle distinction here, where the regulation only requires you to fill at a price at or better than the best quoted price, which isn't the same as the best possible price. Which does allow a broker to make their money (directly or indirectly) from the difference.