With regards to the volume not changing, i think something like this is what's happening:

1. You are trading through a broker like TD Waterhouse.

2. They hold your securities in "Street Name" - done for ease of trading and securities lending purposes. I.e. your NOT shares are never actually registered in your name.. they are recorded as TD Waterhouse securities. Behind the scenes TD does the accounting for you, and makes sure you get credit for the right securities in your account. Everything works more smoothy this way and is very typical, but If TD goes bankrupt, look out!

3. If one TD client has a buy and another a sell at the same price, TD could swap the behind the scenes accounting - the securities wouldn't change hands across the exchange as TD doesn't do a transaction over the exchange but your account would change with the behind the scenes accounting..... TD would still pick up the commision too!