How am I buying at the bid?

I've done some active trading in my personal account at Fidelity. With surprising frequency when I enter market orders I am filled at the bid for buys and at the ask for sells! How and why does this happen?

Following is an example: I entered three market orders to sell, during which the NBBO stayed at 7.17 / 7.20, and the book looked pretty much the same as below. On all three sales I was filled at the offer (as shown in the right-most column).

• Nowadays Order Routing (what the broker does with your order) is complex. I believe under SEC regulations you are entitled to ask Fidelity how your order was executed, i.e. how you got the "price improvement" that you experienced. Presumably the counterparty (buyer) was none of the ones shown here, but who it was, I don't know. Apr 8 '20 at 21:08