" I hope you realize that "Anonymous" is any broker who decides not to disclose their identity while executing a trade.
Hence = As long as there is any trading there will be Anonymous. The problem here is that brokerages are allowed to trade anonymously. "

Are you guys sure you have this right? Where I trade I have the option to mark my trade as anonymous. That is me not the broker. All it really means is that with the trade I do not want anyone to know who the broker was doing the trade on my behalf.

As for the practice, well, that is something different. I don't know what the gain is or why someone sees value in doing it. I also can't see why anyone is so hung up on the practice. Sometimes I'm tempted to hit the anonymous just to get somebody's goat. Maybe someone with a sense of humour started this???