If I need to buy some shares asap I go regular fill/partial buys. I use AON to test how many shares really available at a certain level. In many instace, evey MM on L2 only have a couple millios on the ASK. I am not tellig people to go use AON for quick buy, but it can be used as a good indicator of what is happening. Remember when the INIX was hanging around .0011 for a while...I did a AON and it got filled...that is why my wife signal it was time to get out. Guess what? It turned out the company was raising cash and the AS was raised.