Not sure if the volume does get added? Two days ago, I was selling a stock (not SLI), and I put 1 penny lower on the ask, however I did not see it show up (even though I was lower) After 20 minutes of still not showing up, I called my brokerage house. He said many times they will get rerouted to the Alpha Trading sysytem, and you will not see them.
Bottom Line, he said if you want it on the Venture side, always put in a "good till" date (even if it is the same day) and it will not get rerouted to the Alpha?
Anyway, I know the bids & asks did not show up at all, so I doubt the volumes get added together?
Personally, I had never seen this before, very strange?