In most exchanges, trades usually happen at the ends of the spread, when a buyer or a seller moves his order to meet a waiting order on the other side.  However, the last time I looked at the individual trades at OKCoin, there were many small trades that occurred at random prices within the spread.   Perhaps (I haven't checked) these middle-of-spread trades account for the steady background of volume (~10% of total volume) that one sees at OKCoin (and only there).

The explanation I can think of for these middle-of-spread trades is a buyer and a seller (perhaps the same person) agreeing to post matching orders at the same instant at that price.  Such "rendez-vous" trades could be a way to launder bitcoins and/or money in a way that would be difficult for the police to trace, even if they had access to the deposit and withdrawal records of all the exchange's clients (which the exchanges presumably provide).  

Only by analyzing the trade logs one could figure out who ended up transfering money to whom.  Even then, if the trick is played with three or more client accounts (A "loses money" trading with B, who "loses money" trading with C, etc.) it may be impossible to detect intentional money transfers, say from a businessman to a government official.