Hey Caper - The way the OTCBB works 'I Believe' is that the market maker matches the bids & asks together manually not electronicaly. He would also assume the responsibility to provide liquidity on either side of the transaction. So under usual circumstances there would always be a reasonable bid or ask with no monumental gaps between the two. JMO though & I've only ever bought pinksheets once and that is how the transaction took place... I assume OTCBB works the same as pinksheets in the states. - Paul