Where has all the volume gone., page-78

The other rough way to do it is look at how many buys are above an estimated price, and sells below that price.  The quick way allowed me to call the 9.6c floor at 16:08 here, rounding to the nearest million, 3 + 6 + 2 + 10 + 2 on the buy side = 23 M down to the 9.9 and 9.6 gap with strong support at 9.6.
4 + 5 + 1 + 2 + 5 + 3 + 3 = 23 M down to the 9.6 line on the sell side.

I'm not sure what happens to 'at market' orders in the auction.  If I put an 'at market' buy order in during normal trading, my brokers buys whatever they need off the sell queue to fill my order.

Perhaps orders need to be fixed price in the auction, so if you want to be sure of buying you need to be on the highest buy line, similarly if you want a definite sell you have to be well below.  It seems this jostling to get to the beginning of the queue is what makes the massively overlapped final auction.