There is no reason in this world for a broker to file a trade anonymously except to partly hide the transaction.
They show one side with their true name but the other side is likely also them so to make it appear legitimate, Anonymous is the answer.
Another version of this may be where two brokers have an arrangement where I sell to you, then you sell to me back at the prearranged price so neither of us losses much.
Anonymous should be made illegal or at least not counted in determining the trade price.
Until we all are outraged and complain until blue in the face nothing will happen.
I have made comments of similar type to my local provincial & federal political representatives.
I still have hope, Ed G.