There is no "order book" in grey markets so you can not see where the ask or the bid is so you have 2 options when you sell:
- set up a very low price and get filled by someone - try using technical indicators to predict the resistance and set your sell there to still get the maximum out it.
From what I know your broker can not accept a market bid on grey markets because there is no order book, the only thing you can do is a limit order.
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