I should note that the smaller the ovals are the worse it gets. However I need them that small so what do I do?
It seems that Flash can't manage drawing vector curves at that scale.
A solution would be to create one oval at a normal size and to convert it into a symbol. Then to transform the instance of that symbol to the size you want.
Try also grouping your ovals, it sometimes helps...
The above would be the best workaround. This is caused by math used to draw shapes in Flash. Also, this is a known issue and you should see improvements regarding this in the future.