One way such a trade can occur is if someone had a buy in for say a million shares trying to get some cheap shares but didn't have AON on it they might get just 10,000 at ens of day and end up with a big commission and few shares....doesn't leave for a very good average share price.
Or someone might just want to see if they could buy although trying at the ask would be wiser.
Market Data 
Markets 
AI
