Are you the Gavel Teddy? I've done a quick calculation and I'd say 98% of what you post is akin to a Harry Potter story book. I rang around re: trades from the 19th (Monday) based on all executions. Take note of the following:
1. The majority of trades on volumes were done by Macquarie. MACP is Macquarie's Retail Paricipant code.
2. I rang my matie at MBL and he looked at the orders on the book, that the order were entered against. The order were entered against a retail client. The order total was for 250K shares.
3. The activity can easily be explained: a) MBL have an order manager. Due to the large size of the order it was input into their proprietary algo-order engine. The order type was input by one of the MBL brokers/traders as "median-aggressive" -veVWAP at 10-20k blocks.
b) In layman terms the behaviour of the order reflects a price of $0.37. -veVWAP means that the order is entered at a discount to the last VWAP price. On Friday the 16th VWAP was $0.374434. Thus the order manager pushed block-orders between 10-20K into the market as they were filled. Not order from MBL were therfore executed above $0.37
c)The median-agressive bias reflects a feature of their order manager. In layman terms when one block order is filled it get replaces immediately. It continued to do this until the total order was completed i.e 250K was filled.
The total ACL trade by MBL was around 290K. The balance was entered DMA (Direct Market Access) -i.e about 4 retai clients bought a total of 30K.
4. The reason code reflect how the order was executed. The majority of executions were conducted at the ASK-price. This means participants sold into the 10-20K block orders as they came onto market. The share price barely moved therefore (indicates orderly accumulation on this day).
5. The majority selling participant was Taylors. I have no contacts here so I can only assume due to the small nature of this broker it was simply a retail client selling.
6. The next highest seller was ETRD. I called my matie here and he said all the orders were 'retail'. Two of the orders were internally crossed.