Not su much big players... but if you area big player AND winner, they're over you like a rash.... first move is to switch you to telephone only trading....you can guess the rest..... just a moment, Sir, while I get you a price....
Yes, there are other threads on this topic. One SB co I know will get you at £50 pp on the DOW, if you are regularly in profit. Seems to have been limited to day traders. Those with a longer term view may not get "hit".
Simple answer, switch to direct access. No such problems.
OR do long term SB,and hedge the opposite direction on direct access when required.