I've only tried trading rmbs so far. It's really a trial and error thing. If someone wants your shares, then you can post 5k and they'll take you. Otherwise, I see what is there, and I just sweep up .1 on island with 1500 shares, then wait for the offer to thicken and repeat. Posting size is just asking to get leant on and paying .2 more minimum. I think the sweep approach is great for buying. But for exiting, im clueless. I've tried just posting 1k and waiting til hit and then posting another. For something like rmbs, soes is worthless b/c of tier limits. I think everyone in this forum must trade more than one k of that at a time. Snet is ok, but once again a mm must really want a few k at once. If im selling at the optimal moment, the mm's don't want my shares either. The other option is just sweeping down a few times with 1-2k and hitting what i can.
Has anyone had more success at moving more than say 3500 shares at once. I won't even dare get near 5k+ on rmbs, or at least not now, but I rarely trade that stock anyway.