Several new order types introduced by ASX in June 2010.
Could it be just a situation of the old "buy early sell before spud" OR even "I bought too early and now I want to sell before consolidation". BUT bid is too expense for buyer and vice-versa for seller. Brokers become match-makers and you have a happy couple. You've got to have the moola to marry though.
Is this a symptom of the 25% spread ?