I believe this topic has been shared and discussed previously on this or other sites but a really frustrating thing to me are trades of a company's shares that are not reported on the bank's watchlists or the financial pages. As an example I recently picked up 60,000 shares of another penny stock at $.05 higher than was reported anywhere. This goes to show that more than the reported number of shares have likely traded on any given day, there are countless examples of this. It usually happens when one transaction is at the high or low for the day.
Bugs me.
Best regards,