Selling a large position in multiple small pieces during pre-market on Thinker Swim will lead to worse fills as market makers will pull bids after initial sell orders, compared to selling in one block.
"as soon as the market makers sees those first sell Wars come through they're going to pull the bid so if you're getting out in pieces like that you're going to get a worse fill versus selling just in one block now it's probably not going to make a big difference with six shares but when you start trading with bigger size it will"
