The only thing I can answer is, if the SHAREHOLDER
Post# of 29251
I don't believe MM's have that problem. But, if I'm staring at millions of shares at the ask, and tens of thousands on the bid, my thought process is that more than likely, the PPS will drop to the bid at some point, as most people would rather buy small blocks at low price, rather than a massive block at the ASK. That is what people call "the wall"
That's just the way I see it.