Everyone is correct in their understanding
of how the price flashes and disappears. In fact, if you see a big gap between BID and ASK, when the volume is increasing, that means that the brokers are looking for cheap shares. They lure people into selling at the low BID, as most investors get nervous when they see that. Emotions, price flashing, and AH or PM trading are tools for brokers. Wild, wild west. A friend of mine used to work as a broker for a small firm and now works for a large firm. She will never buy an OTC or Pink stock.