I think it's pretty clear that HFT has a big role in this. If you look at the order books of US equities, most of the most aggressive orders on the book are ones that look like they come from high frequency strategies. Furthermore, if you believe that around 50% of trading volume is from HFT, and most of them are market making, then yeah, it lends one to conclude that the high frequency players are the ones who place more aggressive orders (which means, ones which reduce the spread) which gets them executions.