A stock is trading with a solid daily volume but my 3 share market order purchase moved the share price 0.5%.


Ticker AND.TO (Andlauer Healthcare Group Inc). Average daily volume is $35k, but I see the bid / ask spread is frequently at or near 1% of the share price. I can also see that the daily price charts are blocky, suggesting low liquidity.

I placed a market order for a mere 3 shares today as I am starting to build my position, however my order seemed to move the share price up about 0.7%. Initially I thought that the daily volume was liquid enough, but now I’m seeing that this stock is actually quite illiquid.

My question is: would this daily average volume be considered low? And is it possible for the average volume to be manipulated upward by a one-off block purchase? I.e. how many days back would the formula to calculate daily volume include?


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