Some notes:

1. Volumes have been as high as 2k btc/day visible here http://cryptofresh.com/assets It's usually comparable or bigger than many smaller altcoin exchanges.
2. There are numerous bots for all major pairs that will fill your orders completely most likely even though they aren't visible on order books. That's primarily how I do it.
3. You can use bridge service to internally convert assets even faster for some fee but with good liquidity.