I have an account with Davy. I was purchasing a lot of a UK builder share. Lots of 20,000. I was purchasing 100,000.
I chose a day when the market was in negative territory. Bought my first lot at £1.13. Then waited and bought my second lot at £1.12. Then waited and bought my third lot at £1.11.
I spoke with a dealer in Davy and he suggested that I could have bought the 100,000 in one lot. The market maker would have done a deal on the larger purchase and most likely would have achieved an average price.
When I went to sell I ended up selling them in the same lots as I purchased them so I could keep accurate records.
I now usually make one large purchase but put my offer price in way below the offered price. I often watch the live trades and you can see the price being chased down to the price I have offered. As soon as it touches my price it turns around and starts moving back up again.