I'm pretty sure this is a big no no, but it'd be great if someone could explain to me why this is a big no no. 50.01 x 50.25 ---> quite a large spread. Say you are long and you wanna get out. You don't want to sell at market and get 50.01, but say you don't wanna park @ 50.25 because you are not likely to get filled cause you'll be @ the end of the line. So why not place a sell limit order @ 50.24, and be first in line to be filled I've hear you should never do this, but I dont know why?