Actually, there are software platforms that daytra

Actually, there are software platforms that daytraders use that allow you to put in an order to sell 10K shares, but only show it as a 100 share lot. When that gets filled another 100 shares is offered, until your 10K shares are sold. MM can see the 10K shares on Level 3 data, but us regular traders on see 100 shares and don't know about the other 9900 shares. So if it looks like 3000 shares would take you thru $2.50, that would be incorrect.

Disclaimer: Of course, all of this is my opinion and you should not make any investment decisions based on my opinion. I have not received any non-public information.