Whats excessive? Its not that big of a deal, there is plenty of stock out there. Obviously you won't be able to 'scalp it' effectively, but if you are buying levels to hold you will be fine.
You talking market orders? Look at level ii. That might blow thru the order book. I don't consider it slippage with limit orders if u only get partial fills.
You are not going to have an easy time getting in and out on 10k shares of appl. Press the keyboard a few times, and get you could lose 30,000 fast On your calling nq, i already know your done