That's A Lot Of Gas

I saw a commercial last night about the major oil refinery in town. They said that they produce 2.5 million gallons of gasoline per day. If that's the case, then why isn't the gasoline sold at their branded stations at bargain prices? I understand the distribution channels and all that malarkey but is there some kind of law that prevents the refinery from setting up their own gas pumps and selling direct to the public? You know, cut out the middleman and pay less.