I have been away for a few days, just got back tonight.
Yes, all sorts of games are regularly played with the market depth......especially with the very small, and micro cap stocks.
I don't know the answer to your questions here, as it is not an area of complete understanding for me.
However, I am pretty sure I am right in saying, that if both sides of a transaction can take place with the same broker, in certain circumstances it is possible to jump up in the order of the bid. I think it is part of each brokers internal crossing system rules.
