Shane - as far as my limited knowlege takes me its because these professional traders have what is called direct market access - they don't pay the standard $20 bucks you and I do per trade. personally I absolutely hate it because it creates an uneven playing field... Some people have described it as ASX endorsed price manipulation, which is probably not too far off the mark as it allows small moves up and down in price to create the impression the price is moving due to volume (which is obviously not the case). You need to watch stocks being traded in this fashion because it's usually a broking house/big trader trying to move the price up or down to suit their agenda at the time.
