MemeFX - it's called automated or more popularly 'bot' trading. Generally the brokers 'marking' their place in the queue and also their accumulating interest.
Brokers paying only one lot of fee on all their trading at the end of the day, so at most stocks where there is a bit of an interest, you'll see the bots working.
Generally it doesn't mean a lot to us, day trading IMO. We need volume and the slow accumulation does not really help with our general daily trading.
I'm sure there are more qualified traders on the thread who could explain the above better...