I was watching some sample data from a time & sales window (the tape). There was a "Remarks" column with the comment:
Between Bid and Ask. What does "Between Bid and Ask" mean? How can a trade happen between the bid and ask?
If I put in a buy market order, trade settlement price will be the ask price.
If I put in a sell market order, trade settlement price will be the bid price.
Does "Between Bid and Ask" have something to do with limit orders?
*I have asked this question before, but I could not understand the answer.