I've bought a few thousand Probe shares the past two days. One thing that I noticed is that I would enter a buy order at a penny above the existing bid, but a cent or two below the ask. Every time, in the time that I could hit send on my order and hit quotes - about a second there would be a hundred or two more shares than my order at my bid. I even played around changing the order price by a penny one way or the other and the shadow bids always followed me. Somebody must be running some kind of very fast automated program though I can't see the point - perhaps someone is trying to sell from one account and buy into another they own with these 100 share lots as they push the price down?