That was a worst case scenario. I think the aim would be to pick...

That was a worst case scenario. I think the aim would be to pick up as many shares as you can for as cheaply as you can. If you can get them for under your nominated price 9.5c you are actually saving a lot more than 0.001 or 0.002. Imagine if you wanted to but 1M shares in the present market but that large sell order wasn't there. Your average buy price would be ~ 9.8c. What is more it might be hard to get the price back down to your target price once the share has some momentum. Remember the aim is not to sell the 1M at 9.5 at all. If it doesn't sell you can just let it run or if some have sold, cancel it and put in another sell order. So you could be buying over a number of days and you could end up with many more shares than the 1M you have put "at risk". If the large sell order does drive the market lower, that is no issue as you have already done your homework and are confident to buy as many as you can get below your nominated price. As per previous disclaimer, probably not what is occurring, but still...