RE: Can anyone shed any light....5 Jan 2018 20:13
On LSE, 2x 400k sells going into close at price in the middle of the spread. I struggle to see where the liquidity has come from to facility market buy or sell of this kind - it's 74% of todays trading volume!. On my L2 the trade is shown as a buy, although it is very difficult to verify.
Whatever the reason, it could be a buy or sell, probably MM building a position ahead of results.