Here's the idea. No guarantee, but I think it will work. instead of just buying at ask: 1) Place a big bid at a moderate price, in a way that offers some support to the stock price. 2) if the specialist ?? (or programmed traders?? who have maybe shorted) doesn't want the price to go up he will risk placing a big ask in the hope you won't take out his order. 3) Hope you will succeed at grabbing it. 4) whether you do or don't succeed at grabbing it you will probably drive the price up nicely after your purchase.