You can sell 500 BTC in one go while incurring roughly 4% slippage on Bitstamp[1]. Also, https://bitcoincharts.com/markets/ https://bitcoincharts.com/markets/

You can sell 500 BTC in one go while incurring roughly 4% slippage on Bitstamp[1]. Also, https://bitcoincharts.com/markets/ https://bitcoincharts.com/markets/ has order books for all the major exchanges, and includes a sell/buy calculator on the "Market Depth" tab for each exchange. But last time I checked (6-12 month ago), Bitstamp was the most liquid one for USD. [1] https://bitcoincharts.com/markets/bitstampUSD_depth.html https://bitcoincharts.com/markets/bitstampUSD_depth.html