NSAV Holding Inc (NSAV)

[shotsky]

There are no people making trades in this market. Thus, there are no 'messages' between them. The market is automated, which means, of course, that computers do ALL of the trading. I can't find any evidence that there ever was such a message system. It seems to be a made up thing with inexperienced traders that want to come off as more experienced.
If you see trades of 100 shares, or even 1 share, it is because you only see the bits and pieces that make up a whole buy/sell. I once bought 1,000,000 shares of another company and got it as 999,999 and 1 share.
Someone would look at L2 and say 'who would buy one share? Well, no one would. You are seeing only partial trades, unless the buyer/seller is AON (all or none), which I never do.