The term they use is "bot" trading, and is certainly done by a...

The term they use is "bot" trading, and is certainly done by a broker as they don't pay commission on trades. Quite common especially in high volumes.Sometimes in high volumes a bot trade will go through every 2 or 3 mins to achieve the desired result. I have never been able to work out in any case whether the bot trades are designed to accummulate or to dump at the vwap. Have noticed it too PF and you will probably see Monday a sell of a few hundred first thing.