One must realize that different exchanges will quote different prices on the same BTC.

They do this for a very simple reason.

You have nowhere else to trade so they can really quote you whatever price they feel if best for the house. Okcoin is notorious for this, they can see all of our stops and positions, they use this information to mount attacks on your stop loss orders. They can print any price they want, it is no coincidence that they always seem to hit your stops almost exactly to the cent.