Hi Xeldal,
That particular market is using a prototype liquidity sensitive pricing model, in which the fill price depends on the volume you order. If you send a small amount you should get the listed price. I understand this isn't ideal, as it is far from being transparent, which is why this is getting scrapped when the limit order system comes on line. The system also adjusts the prices after every filled transaction, which might be part of what you are seeing for sequentially placed transactions at least.
Cheers, Paul.