That particular deal was shown up on the course-of-sales...

That particular deal was shown up on the course-of-sales detail.

If you keep an eye on the depth screen, you will sometimes see the effect when a largish 'market' order hits. Ie, a single transaction will take out several depths. Its when somebody places an order to deal at any price, and so the price drops or rises until enough stock is traded to fill the order.

What I like to watch is what happens immediately after such an order. Ie. If the consumed stock is replaced quickly or not. None of these events on their own mean much, but putting it all together, you can get a picture of the amount of interest in the stock.