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Message: Could someone help me understand...

This may help:

Defintion of Cross from TMX:

  1. What is a cross transaction?

    A cross transaction occurs when two orders of opposite sides originating from the same approved participant are intentionally executed against each other, in the context of the market, in whole or in part as a result of pretrade discussions. Participants must respect time delays and chronology of orders.

    It is forbidden to use the hidden quantity functionality of the electronic trading system to execute a cross transaction or a prearranged transaction.

From TSX re: Anonymous:

The anonymous option enables brokers to appear as a generic broker #001 on all public order and trade records. Anonymous Activity Reports identify the true buyers and sellers of your stock and are available monthly.

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Not sure about the Anonymous activity, but the majority of the other Cross trades are most often the buyer and the seller both being clients within the same broker.

I'm sure there is much more to add, and look forward to others weighing in to fill in the gaps!

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