that's when plan b kicks in, for e.g. Deutsche bank will have a buy at say 93 cents and a sell at 93.5 cents, even if they are at the rear of any queue, they simply cross shares to each other, jumping the queue. You can see it happen live in front of you, if you have Iress just look for the number of shares on the buy or sell highlighted in red lower down in the queue gradually decrease, drip feeeding the opposite side. They have this caper all down pat, they dont even need a human being to supervise it, all pre programmed.
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