Have you ever wondered if someone could put in a buy order and a sell order of hundreds of thousand shares at the same exact time just one or two cents difference in price, all or nothing - day only, and have both complete within seconds with a 5K gain. Who matches who up, the computer only? Are high volume trades ever investigated? Do MM's have friends? Coudl you live on 5K a day minus taxes and fees?
I wish I knew someone...LOL