Therefore, because it was the Preparation Day, that the bodies should not remain on the cross on the Sabbath (for that Sabbath was a high day), the Jews asked Pilate that their legs might be broken, and that they might be taken away. Then the soldiers came and broke the legs of the first and of the other who was crucified with Him. But when they came to Jesus and saw that He was already dead, they did not break His legs. But one of the soldiers pierced His side with a spear, and immediately blood and water came out. And he who has seen has testified, and his testimony is true; and he knows that he is telling the truth, so that you may believe. For these things were done that the Scripture should be fulfilled, "Not one of His bones shall be broken." And again another Scripture says, "They shall look on Him who was pierced." John 19:31-37
The Bible tells that because the Sabbath was approaching, the Jews were anxious to remove the crucified bodies. Therefore, they asked Pilate to have the soldiers break Jesus' and the other two thieves' legs, so they would die quickly. When people were put to death on the cross, it was common for the Roman soldiers to break their legs. With broken legs, the people could not lift themselves up to keep from suffocating, thereby allowing them to die more quickly.
The soldiers broke the legs of the two thieves who were crucified on either side of Jesus, but when they came to Jesus, He was already dead. So there was no need for them to break His legs, thus fulfilling prophecy foretold hundreds of years before, "He keeps all His bones, not one of them is broken." Psalm 34:20. I remember studying this several years ago with our previous pastor's wife. When the Jewish people offered sacrifices to God for their sins, the animal had to be unblemished. In order for Jesus to be the sacrifice needed to pay for our sin, He had to be the unblemished lamb, hence no broken bones!
Because the soldiers had to make absolutely sure Jesus was dead, they pierced Him in the side with a spear. When they did this, blood and water came pouring forth. This was the proof the soldiers needed, and it is proof of His death to us, as well.
Jesus loved us so much to die this horrible death in our place! Let us not take it for granted!