I need to do some high volume (think between 100 and 200 contracts) spread transactions in stocks like RMBS, R, APC, TM, etc.
What do you think the best way of doing this? Putting the trade on over a few weeks by doing 10-lots each day? Exposing the whole size giving more price improvement to the market maker?
What do you think the best way of doing this? Putting the trade on over a few weeks by doing 10-lots each day? Exposing the whole size giving more price improvement to the market maker?