4 ms·
For a few shares, sure, but not if you come in at 10% of the whole market in volume. That would eat a huge chunk of the open order book, causing a massive tradi
by smeej 9mo ago
For a few shares, sure, but not if you come in at 10% of the whole market in volume. That would eat a huge chunk of the open order book, causing a massive trading wick. You can't buy very many shares at that 9x value.