Reasons behind placing power supply parallel capacitors in the correct order
The smaller one is placed closer because it will almost certainly have the better high frequency performance and, given that track inductive reactance rises with frequency you would want to make the smaller capacitor as close as you can even at the expence of the larger capacitor; the larger capacitor will generally be much poorer above 10 MHz (generalism alert!) so it's only really useful below these frequencies so track reactance is less of a problem and it can sit slightly more distant.

As to why the smaller one is better at higher frequencies, this picture should help - it's all about "hitting" the natural resonant frequecy: -