A broker wishing to make a crossing trade (where their buyer and...

A broker wishing to make a crossing trade (where their buyer and their seller are matching a price) must meet certain conditions before the crossing trade can be made. Basically, they must place an order at the crossing price, then check that the buy and sell price are one point apart, and then they can make a crossing trade at that price, basically selling to themselves.

So an order of one share is typically the way they set up their crossing trade.