For small investors, buying or selling a stock has never been cheaper or easier; the vast majority of the time, small trades cost next to nothing to complete and occur within the blink of an eye.

But every so often, a trade turns into a costly, convoluted nightmare for investors who aren't vigilant to the point of obsessive.

On Thursday, at 2:00:07 p.m., the stock of United Continental Holdings, the airline, was quoted at $19.85 bid, $19.86 ask