Last time I was in one of these in '08 the MM's did want liquidity in the stock. They did everything they could do to cause it to become stagnant so the price would drop.
in addition to depressing liquidity, Zecco sometimes has problems matching up the before/after shares with reverse splits, and may be trying to protect their back office.
I had this happen to me on another stock and have to keep calling them every day so that they don't treat my normal sale of the position as an unmatched sale (therefore a short).
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