When is an order big enough to justify splitting up the order?

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Hello,

I just started trading through a discount broker and was wondering: when is an order big enough to justify splitting up the order?

Is there some sort of metric that takes into account factors such as shares outstanding and daily volume?

I don't get to see any layerd bid/offer prices so I have no idea. I don't think selling 100 shares of something will make a difference, but what about 1000? And by difference I mean the prices you receive and how easily the order is executed.

Thanks!
 
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