antares energy and golden gate partnership, page-20

Another way of looking at it is when a broker attempts to cross a trade for two clients . They can use one share to commence the cross & will complete a cross if not hit by another buyer/seller. If it is hit they will not complete the cross at that point in time . They are usually left holding one share which they then go & sell on market. Hence the need to prove at the time of the move that there was a trade at that price.

Hope this makes sense.