why dont we all just get together and decide on the best prices for all the stocks that we like?

we could meet at a central place, perhaps called a market, to negotiate. of course, you'd ideally like someone in the middle who is able to facilitate your negotiations

it's very important that these negotiation facilitators have no incentive to do their job, even though the only incentive under capitalism is profit

one could imagine that these facilitators might have some sort of inventory they could keep on hand to more easily facilitate txns

however we must be careful to make sure that they do not give you an item from their inventory when you ask for one, they should always have to buy one from the store and then give you the one they bought.

this makes sense because when you buy and sell things the price does not change so it is trivial and risk free to act as a facilitator

it's important that we always act in the best interest of colossal megafunds instead of these facilitators, because of reasons (and because they wont hire me!)

these negotiation creators should also be mandated to negotiate with me whenever i want, just like large funds are obligated to trade a certain number of shares each day.

"but wait," you ask, "what if we can't agree on a price?"
this is normal and good! the market facilitators will lose whatever amount of money is required to make sure that you can get what you want for your price. this is good and fair

in fact, i have come up with a better system: all fills of every security should be at the same price. this would be perfectly efficient