Yeh they do. It took me a while to find it. I had to contact them. Can't remember how its done right now.
I'm of the opinion they have a "flutter" program that pre-empts a price move of the underlying.
Sometimes the program will push the price out by almost 2 ticks and if the move eventuates, they have over a two tick start on the market if you include the spread.
If the price doesn't eventuate, the price will jag back the pre-empt plus the spread plus the programs pre-empt for a price in the opposite direction.
The extent of their pre-empt appears to change with market conditions.
It wouldn't be that hard to prove or disprove if a regulative authority got involved.
I've been thinking of doing a video capture of the three prices side by side.
It's just that I'm too busy trading and the reality is I don't care enough,
I'm in the process of changing to GFT which at this stage appears to be a little more honest.
See what you make of GKFX's prices on indices, which seem to be even twitchier.