People always say that, but it is not true in the sense people think about it... if someone has 100,000 bid in somewhere and you want to sell 10,000 shares... in most cases would count as a matching 10,000 trade ( if your broker does it ) ... your 10,000 sell would match a partial 10,000 buy out of 100,000 shares etc... they would then have another 90,000 waiting there for others, even if it was like 100 shares... etc... really annoying sometimes of how people think about this Grey stuff...