I've been watching the depth of market for a while and tunneled the dom data to my own application to analyze it better.
One thing that still confuses me is:
In above screen shot (of 1ldom) the most recent traded price is 128.61. Does this mean that at this moment buy limit orders are filled by market sell orders that enter the market at 128.61?
I was also wondering if it is possible that the buy limit orders at 128.61 are filled by sell limit orders resting at 128.62?