Buying and selling is never straight to market, it's through a many layered filter so you rarely see direct action on the chart.
If you buy 1,000,000 shares as retail it will be filtered through layers of MM to give them a chance to get best execution. Even for a few minutes (hours) after the fact they will still manipulate the price to give themselves a better chance to push your order through and mitigate their own risk.
If you buy 1,000,000 shares as a whale you will have some trader sitting at a Bloomberg terminal doing the exact same thing for you.