It is caused by the matchmaking mechanism. Example of matching transaction rules: After the market is opened, the matching transaction price is equal to the middle value of the buying price (bp), selling price (sp) and the previous transaction price (cp). Namely:

When bp≥sp≥cp, the latest transaction price = SP.

When bp≥cp≥sp, the latest transaction price = CP.

When cp≥bp≥sp, the latest transaction price =bp.