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That's a classic dilemma with small caps. Many traders use time-weighted average price (TWAP) or volume-weighted average price (VWAP) algorithms, but even those can be problematic if the daily volume is really low. Sometimes, splitting orders across several days or finding a block trade is the only way.

That's a great question, and definitely a challenge with small caps. I've found using smaller-than-usual limit orders spread out over time, or sometimes even using a broker's dark pool access if available, can help, but it's never perfect. How much slippage do you usually see as "acceptable"?