The trading day of May 9, 2019 was remarkable in this respect.
I have attached the Microsoft screenshot as an example, but I observed the same in many other securities.
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.Sign up to join this community
You're right that market makers that are long are inclined to get rid of stocks at the end of the day. But, market makers that are short are inclined to cover their shorts, maybe even more so.
So, if at the end of the day supply and demand is more or less balanced one would expect the overall position of the market makers to net out. Since, they all try to reduce their positions they are inclined to trade with each other as you noticed.