Basically my question is what is the cost of a MOC order (market) if it is .20(bid) * .30(ask) you can say the actually "price" is .25 and if both sides argree to use MOC orders you'll get filled @ .25 so the cost is 0. However is this a cost to be concerned with?... Saying to all the Insiders "HEY I'M GOING TO BE USING A BUY MARKET ORDER in 20 minutes" ---> so you have time ahead to take advantage of it. Of course this depends on the average daily volume of the stock, but I'm wondering if at times if you are try to exit a fairly large position and the stock doesn't do too heavy of volume to just try to hit the bid. ~I address this because I was $250,000 short this stock that does 500,000 avg dailiy vol, I sent an order MOC to buy @250,000 and the price jumped 10 cents on a $60 stock. Perhaps I should have tried to slowly scale out in order to minimize slippage Opinions?