Buddy,
Thanks for that. A few comments:
I would look at changing your online broker. My system lets me place an order that spans a number of price levels. That is very useful if you are trying to buy or sell a reasonable volume quickly.
The opening and closing auctions are also useful for getting a volume done. However you do need to be at the screen and change to pricing during the auction period. You also do need to know how the process works.I have had it work in my favour to get decent sized orders done.
My online system only charges once for the order even if it takes many days and many price changes to get it filled. You should also look at that aspect to give yourself more flexibility to get the buy or sell done.
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