For the last two nights I watched about 6k coins quickly thrown into a 25 Bitcoin wall at the quietest time possible on Bitstamp. The price barely moved by a dollar. Apart from that the volume was almost none-existent. It's funny how it happened when most people were sleeping. Exchanges faking volume makes me so angry. 
These strange megatrades that do not move the price started maybe a week or two ago on OKCoin, then Huobi started soing that too. Now Bitstamp too?
A few hirs ago I noticed on OKCoin that, during those spikes,a huge wall - thouands of coins - appears briefly on the ask side, at about the current market price, and is then promptly and entirely eaten.
Perhaps someone should ask the OKCoin and/or Huobi guys about those trades?
IIRC, some Chinese exchange announced a while ago that they were implementing a "shadow book" visible only to (ceertain?) clients. Perhaps those huge volume spikes are shadow book trades, that the exchanges now started showing on the ordinary chart in order to boost their volume numbers.