"if you put in an order at the ask/bid doesn't..."
If you put in a bid at the ask and there's no one ahead of you, yes. Unless the offer to sell at the price you're willing to pay is an all or none sell and you don't have enough shares in to buy, and no one else is around to round you up to that volume.
is there a way to find out how many shares are out there to buy and what kind of "order" i.e. limit/AON.
i have level II screen but no data for affy. i guess its because affy is OTC?
so, to see if i understand you. i.e. there's an seller, in the 1st position, to sell 100K AON and i come in to buy 90k and some one else wants to buy 5k and someone else 4k, total for 3 buyers 99k, those orders would not get filled.