kluk069
Why don't you try something called investing. If you have to trade you should stick to market leaders as you will always get the liquidity that you want and the spreads are tiny. Secondly, if you are dealing in size then you would have to be very silly to deal on the spreads quoted. If you see a bargain marked say at the bid price in any sort of size and you want to buy that share, you should leave a firm limit at 5% above that mark. You will see many bargains going through in dgm where the dealing prices are in fractions of a penny and indeed many of these transactions are identified incorrectly as sales or purchases because of the very reason explained above.