I guess that CommSec or other brokers, when they get a sell order for X at $Z and then get a buy order for Y at $Z, where Y<X and the difference is an unsaleable packet of P shares, put the P shares into a pool of unsaleable leftovers at $Z and then use these leftovers to meet the next buy order at $Z +/-. This would allow them to clear the initial sales order from their books and the swings and roundabouts of SP fluctuations cancels out any losses on individual leftover packets.Looks like a $100k order which was met by soaking up a lot of trouser ends from previous partially met sell orders.
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