Chart, page-83

I have been refused a buy trade before in aee when the price I was buying at was 0.1c higher than the last price and it was also the lowest of the sellers. I was told I would move the price too far. The trade was for a whole $1000. I assumed it was due to the size of my shareholding (at the time it was in the top 20) and I was doing a top up as I had an extra $1000 to spare. In the end I just started another account and continued buying more shares.
So if a person is buying/selling one share I am bewildered to how they can do it. If it's a broker I understand that they can do it to close out an order but can't believe it would happen that often.