When you trade with us, you're trading directly with us, but we monitor prices on both exchanges and the internal market and our software selectively uses prices from all it's potential sources. I'm not currently following prices on the internal market, so I can't say if it's better or worse than the price on exchanges (the prices change too often for me to try to keep up with such things manually, we leave it to the software).
My best suggestion is to make the comparison using our price estimator versus the internal market price and see what gives you the best deal at any given time.
RE: BlockTrades processing Steem outputs again