      For example, ABC is quoted 20 bid for 2,000 shares, 3,000 sharesoffered at 20 1/8. A broker wants to cross 5,000 shares at 20 1/8, so hemust bid 20 for 5,000 shares and offer 5,000 shares at 20 1/8. The 2,000shares at the bid and the 3,000 shares at the offer have time priority overthe crossing brokers bid and offer. In order to get around this problem ofpriority, the broker may do as follows: he may buy (on behalf of the buyside of the cross) 100 shares from the 3,000 shares offered at 20 1/8. Thistrade effectively places the crossing broker's offer at 20 1/8 on parity,as far as time preference is concerned, with all other offers at 20 1/8.The broker may now proceed and cross the remaining 4,900 shares, claimingprecedence based on size ("sizing out" smaller orders at the quote) andtake his own 4,900 shares offered at 20 1/8.