The way some have been buying is to have "Good Till Canceled" orders with no restrictions. The order may take days to get filled and in increments that the market can supply. I don't see why the reciprocal of that tactic wouldn't work when selling. If the big sell order is seen on L2 it might raise the eyebrows of traders, but we are contemplating a time when institutions will be putting big money into KMAG and I suspect they aren't all that interested in L2.
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