Not all stocks are traded that actively. Some stocks are traded in very small quantities where as some are traded in millions.
It is advisable that you stay away from such thinly traded scrips. Lower the average volume, more easy and prone it is for the operators to manipulate the stock.
If you see scrips like UNITECH, SUZLON, DLF, IFCI, etc. they are traded in millions thus its is difficult to manipulate by any single operator. Also, for actively traded stocks, it is easy to get in and get out. In thinly trading stocks, seller(or buyer) circuits are quite common and may even last for days together.