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There is no way that RTs will offer a market without having some sort of a notional spread. How wide the *actual spread is, ie the actual bid or offer that the RT will take in reality, depends on lots  factors as said above... but there will be a spread.

The underlying market is of course dynamic and constantly moving, as will the option spread. Therefore the market can move into your bid or offer. Of course it can move away from it as well and this is when the RTs know if they have a sucker in the depth, depending if the trader starts chasing the quote.

This is can make for interesting times when you're just trying to get the hell out of Dodge on a position.

Of course it all depends on what and how you trade, and becomes less and less of an issue the more liquid a market is. Hence why this issue is virtually non-existent in the American options markets. Because of the liquidity and number of participants, it is far more transparent.