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The aggressive liquidity taking strategies cause wider spreads and shallower books as liquidity providers are forced to quote wider and smaller to avoid those adversely selected orders. This essentially is a small tax (or rent) collected from all other market participants.

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That is a common viewpoint, but one I strongly disagree with. I exclude illegal disruptive orders, since those are addressed by market reg disciplinary action. An aggressing order that provides new information to the market is not harmful. On the contrary, it makes the market more efficient by definition. If a market maker has to widen their spreads or lighten their liquidity, it is a sign that they are doing a worse job than someone else of determining market price (again, barring illegal activity). If a market maker is doing a good job, then they should be thrilled to have anyone take their passive orders all day long, because it will result in greater profit for the market maker.

>The aggressive liquidity taking strategies cause wider spreads and shallower books as liquidity providers are forced to quote wider and smaller to avoid those adversely selected orders

Is there evidence for this?

I think that this is common knowledge in market microstructure, but I've read about this specific relationship between market makers and adverse selection in the book, "Trades, Quotes and Prices".

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