Look up "market impact model". It is the optimisation of adaptive systems (algo/quant traders) to minimise investment to maximise return. More bang for the buck, and liquidity (lack of) is a core requirement.
They optimise algos to pick up on low volume days by trading both sides of the table.
When you ignore the noise and rumour mill, you can piggy back off the swings they produce and add good % gains to your trades.
