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Assume that my typically stock transaction is $5,000 on a stock that trades $500,000 per day and is available for trading through Folio window trades.

Since buy versus sell window trade customers will not match the exact number of shares they wish to transact, some portion of each window transaction must be with non-window participants. Presumably, one will lose the spread on this non-window portion of the trade.

Do you think I would be better off going with Folio window trades or by placing limit orders outside of the windows? (Assume that these limit orders would be placed in the middle of the spread)
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