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.
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