>>21744692Depends. Some issuers eventually give up and delist, so if you're in that situation you get the hassle of being cashed out and having to buy the components individually.
But if not, treat it as any other illiquid stock or option - determine your position size, compare it to the volume, and break your entry/exit up if appropriate. Make sure not to just slam the ask because sometimes orders will be in the system your broker isn't showing you, or MMs will jump in if they see activity. Don't just slam market orders either because that can fuck you six ways from Sunday.
