It is easy to imagine that if in general on the market small traders activity is prevailing over big traders activity then we can expect that relatively small volumes below 10 BTC will be traded much frequently than bigger amounts of BTC and above. Such trades usually executed hundred and thousand times in 24 hours on MtGox. If you do not have one you can learn more and register using one of many existing trusted OpenID providers. Changes in volume, and whether more transactions are occurring at the bid or offer, give traders short-term indications of where the price could go next. We checked all of the 12 which declare an MKT capability. For example, a genuine market order for BTC on MtGox will be executed immediately and it will shift the price a lot, so the resulting average price the execution price will be much worse than the current price.