Hi Conrad, you complain about Steve's prices showing no apparent structure. I took Ch 6 from Mr.L's book (4th ed.), did the math exactly as he proposes there, and find a buy and subsequent sell size of exactly 10% of share value at those prices. So Steve has got it exactly right, and those prices are the prices where the first minimum buy and subsequent minimum sell occur. As Steve is looking at the behavior of AIM at subsequent minimum buys and sells, that is all the structure he needs!
I also 'reverse engineered' your 'trading on the 10% price differences' and found you traded at 10, 9 (-10%), 9.90 (+10%), 8.91 (-10%), ... , 9.044 (+10%). This doesn't look like AIM to me!
Regards,
Qarel