Thanks for the insight.  Can you elaborate upon what you mean by "execution price range?" 

If I set an order to buy 100 coins at the market price, for example, the exchange should find the lowest ask use it first to fill my order.   If my order is completely filled, then I can say that my order was executed _at_ the single ask price.  However, if my order is bigger than the ask, then the ask order will be consumed and the exchange should then find the next lowest ask, and so on, until my order is filled.  In this case my order has indeed executed over a price range.  Is this what you're talking about?

Suppose the highest bid is at $15 and the lowest ask is at $16.  I assume it is reasonable to expect to be able to set a new bid at $15.1 and a new ask at $15.9 ?  The spread between the bid and the ask is _not_ the "execution price range?"