RE: May anybody explain to meI'm assuming you didn't do a market buy. If you did a limit buy at the ask it is somewhat common for a bid to be filled even though the amount on the ask is less than your bid. Typically it means there is a seller who wants to unload a significant enough position that they don't want to put the entire order on the ask as it could scare away buyers. The broker throws up a portion on the ask and then as soon as those are gone they will put more shares on the ask at that price again. Once the stock price moves above that level it usually indicates that particular seller is gone. It goes to show that Level II can be misleading. It may look like not many shares are for sale when in reality many are.
Regarding the volume not showing up: That sounds like an issue with your trading account. It should show up right away. Not sure if that is it. I can't explain that one anyway :)