It sounds like you think orders are executed atomically; that if you put in a sell order for 10,000 shares, 10,000 shares are sold all at once. That's of course not how it works. Even if you don't split your order up into smaller ones deliberately, it is still going to be filled piecemeal by lots of small buy orders. And that's not going to happen all at once either.

If you have 10,000 shares that you want to sell, and you want to sell them all at a specific price, there is a simple mechanism to do that: enter a limit sell order.