nice chart here.., page-5

It is an automated trading program used by brokers, I have commented on it before, they (asx) say it isn't market manipulation, it is just brokers filling orders, HOGWASH
the brokers aren't paying for brokerage on these small trades, it is one way they can open an existing order either sitting on the buy OR sell side, once your order is opened with just one share you are up for the full brokerage, what do you do? do you up your bid or lower your sell order so that you can at least complete your trade? or do you just sit there hoping the rest of the order is filled? if not you could end up with a situation where you have just one or a few shares, at say a few cents in some cases and a brokerage of around $28 or so! it's a real level playing field isn't it! as Jack would say PIGS A*&%E it is!