Ann: FY24 Results Investor Presentation, page-26

I have exactly that problem, but on the buy side today. I bought a couple of lots of 10,000 shares and it was quite hard to get the order filled. Often it just requires a little bit of patience. What I do is put an order a couple of cents below the market price. Sometimes people jump 1c in front when they see the big order, and sometimes it moves the market in the opposite direction, but if one is patient, there are also people on the sell side who want to get rid of blocks of stock and seize the opportunity. Where it becomes really difficult is when trying to buy when the market is moving up fast, or sell when it is moving down fast. I placed my orders after the stock was in negative territory so it was ok to get them executed because I wasn't chasing the market.

This is the problem that institutions have. It might take them months to exit a position, and by then the story has changed. It also cuts out the small cap end of the market because it is too hard to get big blocks of stock, and if you do, difficult to exit. Sometimes it pays to be small.