I usually buy at the ask and it fills immediately if I don't use AON. Never as big as the chunk at the ask but usually at least 5000 shares. Most of the time when it fills the ask doesn't change. May be a little spoofing going on but I haven't gone unfilled at the ask in a long time.
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All my posts are my own personal opinion and speculation. They should not be used as the basis for any investment decision. No, I am not Scottsmith.