Hi welcome, I also use comsec.
They are actually NOT illiquid, the company (IG markets) makes arbitrage on it so you can buy and sell VERY easily as long as you are prepared to take the difference which varies between stock.
The numbers can bee seen as a balance ie same numbers of buy as sell at the spread above.
So if you wanted to short 20 000 CBA you can do it immediately at usually 0.2% of the price arb.
