Never use the bid or ask quantity to trade. Exchanges have given us the option of not disclosing the entire order quantity. We can disclose as less as 10% of the order size. So when you see a size of 500, there may be as much as 5000. Further, large orders are placed by members who have high-end hardware, so they can cancel their orders even before they are displayed on your market-depth window. Beware!