I have several positions of $250,000 and would like to close them out MOC, but just wondering if it's too much size and perhaps I would work the bid/ask instead. Stocks do 1 to 2 mil avg daily vol That question will depend the volume of the MOC
Usually you can expect the MOC volume to be proportional to the average daily volume. For specific MOC volume figures on NASDAQ stocks, try: http://emi.nasdaq.com/displayfileInline.aspx?file=50&type=index&source=home&tab=openclose