I just opened up the Level 2 for BCAP and guess what?  The bid whacker is a day trader or MM, IMO.  Normally, if you leave an order out there as a GTC (basically good until cancelled), the MM will leave the lot size up until the following day.  The bid/ask is 1/3.  This leads me to believe we saw a lot of wash trades today, but I am looking into this.