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On top of wash trades, you will also see similar things as a result of the Payment For Order Flow business models most retail trading apps use. When there's large enough trading volume built up across the order flow, high frequency trading funds go in ahead of those trades and pocket the spread. Another gift to the finance industry from good ol' Mr. Madoff
Earl Weber : They are wash trades. Pre arranged trades. There is usually alot throughout the day.
Earl Weber : The price is the average weighted price of all the shares sold for that transaction.
H A Z E : I didn't understand this one either
Arrayfunction : On top of wash trades, you will also see similar things as a result of the Payment For Order Flow business models most retail trading apps use. When there's large enough trading volume built up across the order flow, high frequency trading funds go in ahead of those trades and pocket the spread. Another gift to the finance industry from good ol' Mr. Madoff