You post limit orders on both sides of the book to capture the bid-ask spread, but by the end of the day, your PnL is actually negative. What is the most likely cause of this?

你在订单簿的买卖两端都挂了限价单想赚价差，但收盘一看，你的策略实际上在亏钱。这通常是什么原因造成的？