Are stock trade commissions evidence of anti-competitive practice?
The money goes to banks/brokers. In fact most of the revenue in the financial sector comes from fees like that.

This is to compensate the bank/broker from taking the risk of carrying the opposite position on their books for a while, and the labor put into actually trading for you. A part of it is probably also profit. Since there are large entry costs, one would expect the financial sector to earn  profits.