the grey market is a matched market. trades have to be matched with volume and price.there will be no trades until buyers and sellers come to a meeting of the minds on price and the volume can be matched up; i.e. 3 buyers for a hundred shares and one selling 300. it can be mixed up in any way but in the end, the volume has to match.
another problem is that there are no market makers making a market. orders at one brokerage can not be seen by another brokerage. what commonly happens is that trades are done in house if there are enough customers. what i have seen happen before on thinly traded issues is that people post their orders, both buy and sell, along with what broker they are using, on this thread. that way people can get an idea of the price range and if they see something they like they can instruct their broker to contact the other broker.
hope this helps.
good luck.
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