I always place a limit order, and with Fidelity unless I call a rep and pay a higher commission, I have to order 10K at a time.

I started 10K at .157, and as I placed the next 10K etc, the ask eventually went up a tad, then back down ditto. I follow the fill and cancel/replace with a new bid as needed to make sure I get all of them filled. It took some 15 or more chunks to fill all 70K, 10K per order.

I wrote down a summary of the fill sizes which I do every time, and Agora LII is not accurate. Example, 1 order of 10K filled as 2000, 30 and 7970. I see the 30 in a group of 16230, of which 15030 are mine at .16. LII groups them by price vs each and every transaction is the best that I can determine.

I hope this is not OT...