Quotes - it's easy to get the arse when times are bad. There's increasingly more companies floating on AIM with very little pedigree. Float and warn seems to be getting more common sadly. That's why I try to stick with companies with a good history or a number of factors there that suggest I've backed a good-un. But invariably there's always a few that slip through the net, that's why we all should diversify and hold a numbe of stocks when investing in AIM, so they odd dog just becomes an occupational hazzard rather than an unbearable one.
I think it's as much an issue of liquidity. MKM is grossly illiquid so punters get hit on the falls. But none of us were complaining when it rose fast on that illiquidy. You actually sold out on that spike I seem to recall so I'm not sure why you're so upset here.
Anyway, spread it around imo and don't buy more of an AIM stock than liquidty says is safe imo.
If anyone doesn't know what size market makers deal in ask on the BB's and someone will tell you. This is different to "Normal Market Size" NMS. The MM dealing sizes can be found on level II. I rarely hold more than 3 times MM dealing size unless I'm very confident in the stock.