I always use a limit order, setting a price something like a penny below the current bid price if I'm trying to buy. There is usually enough volatility that the trading price will move past that limit price sometime during the day. Kind of like no spread at that rate. Some of the Vanguard ETF's may not trade that often, in which case try setting a limit price just a penny above the current bid price. That puts you next in line when someone wants to sell. Have patience, and don't chase the price, it's unlikely that it will suddenly go up and never come back down, even if it takes a few days.
I don't know of a way to check the limit price at some time in the past, but the ranges are usually consistant from day to day. One thing you could do is check the end of day NAV at Morningstar anytime the next day and see if you bought below or above the NAV for that night.