if you look at the market depth and keep refreshing it, you'll see orders being filled at a particular price. So, you might see 4 trades of odd numbered parcels which add up to , say, ten thousand. Basically, if there are sellers selling 8000 shares to match your order, it'll get filled straight away. If you're going for a lower price [ie. no sellers], your order will fill in bites, if and when sellers offer shares at your price. Hope that makes sense. Really, it's no different from the fruit and veg markets- a constant rolling auction of sorts.
