If you want something more specific, how about something like the following -- for a fixed number of shares N that you want to buy (or sell), the average "cost"

If you want something more specific, how about something like the following -- for a fixed number of shares N that you want to buy (or sell), the average "cost" (as measured by the difference between the price you pay and the midpoint between the best bid and offer) of performing that transaction has gone down (true whether you buy all N shares in one order or across a block of time T).