HMD Chart, page-576

couple of possibilities...

sometimes a broker will sit off screen using a trading bot type of thing that picks up orders while looking for volume.
That fake buy that gets pulled is someone looking for you to drop into their buy range. If you're looking to get out that could be a problem as you'll need to go lower to fill the order. If you're sticking around then its a good sign as someone with enough money to play those games is adding to a position.

I just chucked a buy in at 30c and 29.5 magically was filled even though it wasn't on screen.. probably a few people mucking around with positions..



Just bear in mind that at this end of the market it is VERY easy to manipulate pricing...