It is actually worse than this, which is why I don't try to do anything much with the stock market (a few exceptions). Big brokers buy information from platforms on what people are buying and selling. They have superfast computers with wonderful calculations to amalgamate individual trades to see trends BEFORE your trade goes through, and they buy/or sell microseconds before you do, which takes a tiny slice of every buy/sell trade from you and gives a bit of profit to the big trader.
This was (and is) the whole issue with Robinhood. It was "free" to use, but instead of a known fee upfront for your trade, Robinhood's actual customers are taking an unknown cut on every trade you make there. Whether you win or lose, they win.
[edit] typos