Usually done between two people from the same company. Eg if you are with ABN Amro and wanted to sell your shares and ABN had a client who wanted them they can be crossed between them at market price. Thats why you see lots of trades that never appear on the screen. I do it regularly with my stocks. Earlier in the year I sold 750 000 shares to an overseas buyer. None of it went to market. Hope this helps
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