Patriot Scientific

in order to maintain order flow many MM's will participate at the bid/ask when offerred away just to not say NO to the broker.

So someone might come in to buy 1000 or 10,000 shares and his broker will usuallu shop the MM;s that are off the market and then only lift the ask as a last resort so you might see a number of small trades but really they are but of a larger transaction.