......also their are flash trades ( showen for ten millieseconds ) don:t blink and black pools that never show up on the tape until after the transaction then you see the volume increase.Traders will use ice-burge orders that allow different Instituiton to sit on the same ask price but only the first order is showen, so your order to buy was filled at a lower price even though you Bid higher ... I am not signaling out LBE here as this happens in mill sec around the Globe.