Fine, SPEEDY gets that 200 share trade, now the order book looks like this:

SELL BIG - 1000 $600 ----- Buy SPEEDY - 200 $599 BUY BIG - 1000 $599

Another buy order at $600 comes in and BIG makes the trade.

Now the order book looks like this:

SELL BIG - 800 $600 ----- Buy SPEEDY - 200 $599 BUY BIG - 1000 $599

At this point, SPEEDY wants to get back in so he offers 200 shares @ $600. The Order book now looks like this:

Buy SPEEDY - 200 $600 SELL BIG - 800 $600 ----- Buy SPEEDY - 200 $599 BUY BIG - 1000 $599

So now SPEEDY is sitting behind BIG and has to wait until all 800 shares of his order soaks up the market.

So, where is the problem?