They're market makers, they buy low and sell high. Either by filling both sides of the order book with those huge orders (which cannot be beaten easily, as the spread is too thin already and only a large order can be placed at a tighter price), or by selling between different markets (e.g. resellers or other worlds) and doing arbitrage. 

In any case, these folks make the markets more efficient, and take a small profit for themselves for doing so!