I asked a similar question last week and never got a clear explanation. I'm hoping somebody can help me out this time. I was watching the T & S of the SPY today and noticed a strange, (at least to me), purchase at 2.35 CT. There were 2+ million shares purchased at $129.449 and the B & A were at 127.67 & 127.65 respectively. What exactly happened? Thanks in advance.