if you have been watching level two like I have you will have noticed that when trades such as the 2x500 at the end of the day happen they are consistant. What I mean is it is always 500 and immediately another 500 thrown out to the bid. This occurs with 100 lots also. Always one lot then another of the same size then sometime later the same thing. Its very predictable and looks like some kind of automated trading. Only its never 5000 or 10000,lots always the small ones.