I have seen it happen before as well. I can only assume it is because it was somehow double posted or it was part of another lot and they grouped it... who knows...
hmmmm... I always had some belief in MM code... but today I saw it with my own eyes. Anyone else who saw, feel free to back me up, but the first trade of the day was 300 shares at .40 and then within a minute of the trade, it wasnt there and we were back to zero volume. I even posted about it this AM. The message I'm replying to now is it.
And now after looking into it more, I find this:
100 I need shares. 200 I need shares badly,but do not take the stock down. 300 Take the price down so I can load shares 400 Keep trading it sideways. 500 Gap the stock. This gap can be either up or down, depending on the direction of the 500 signal.