Dude, I have probably traded more XMR in Poloniex than you. I am saying that there are certain practical limits for entering/exiting a position and one is that if you don't normally have trading volume, and suddenly want to buy/sell a higher % of the daily volume than 5%, it affects the price. You can try it safely any time by deciding a 2-week period, and trying to buy/sell 70,000 XMR at a better price than the weighted average during the time.
You can't do it.
As for the rest of my post, I am trying to bring the voice of reason and introduce scenarios that have let's say at least a 50% chance of actually having happened last summer. The others can bring in the theoretical edge cases, if that's their speciality.
Of that I have no doubt. But hang on I thought you didn't sell any
In general and weighted over 2 weeks I agree with you. During the 1000btc volume days however it certainly was possible to exit 5% of the daily volume over the weighted average for that day. I've done it!
And it is irrefutable that it was possible to sell more than 6k XMR over 0.00865, again I did it. The average is not weighted by volume. 99% of the daily volume could have been at 0.009 and above. With a daily candlestick it is not possible to tell, it is only possible to tell what the average price on that day was, the open, close, highs and lows.