I've wondered if bybit or mex engage in any funny business about giving certain people priority status in line, as in they always stay at the front of the line and get the maker order filled and retail noobs get pushed to the back.
It's hard to prove but if you have some money left to burn, then I guess you can make a new market order that's unlikely going to be filled too soon, and then watch the trades history. If all of your orders were not filled yet but somebody got the trades, then maybe that kind of premium exists.