From your comments I have deciphered that what you actually want to know is what the maximum amount of size is that you can trade at any time.
Holding aside exchange irregularities, the answer to this is the total amount of size on one side of the book in the direction that you want to trade (e.g. bid side if you want to sell), at the time that you want to trade plus a number of micro or milliseconds between now and when your order arrives to the matching engine. You would also need to add hidden liquidity either at mid or deeper into the book that you will run into if you submit such a market order - the extent to which this will contribute to the total trade-able size on one side of the book at some point in time is exchange and trader dependent.
In expectation, the above figure can be slightly increased by improving the best ask with a limit order at the same instant as you submit your massive market order, absorbing any buy market orders that are issued at the same time that you are cleaning out the bid schedule.
This maximum volume can be more than the average daily traded volume and has no theoretical upper limit (EDIT: A comment points out that there is one; the market capitalisation of the stock in question). But it will have a practical upper limit since market makers will not want to over-size a particular level near the insides, because doing so would expose them to the risk of adverse selection without compensation from queue-position and the average time it takes for a queue to recycle (i.e. if the queue is too thick, then queueing on top of it will only lead to bad fills).
Be warned: This may be perceived as market manipulation by either the exchange or regulator. If the former sees it this way, they may cancel your trade and fine you.