I haven't read all the posts but did anyone ever tell you that an AON puts you last in line? You might not even have gotten a partial fill which, in your case, might have been perfectly OK. Check this excerpt from a brief tutorial.
"If you are an investor who relies heavily on penny stocks, the all-or-none order (AON) is extremely important. The AON order works to safeguard your purchase by providing the guarantee that you either receive every single stock that you requested or none at all. This type of order can problematic when a particular company lacks the cash to stand behind their stocks or a limit has been placed on the order. All-or-none orders are the lowest priority of your stockbroker therefore, this type of transaction is executed last, so when your broker finally attempts to execute this order, there must be enough stocks available to buy or the order is null and void. Therefore, your all-or-none order will not be filled until there is enough stock available no matter how much time elapses before purchase of an AON order is accomplished."
Here's the link. It's only 3 or 4 paragraphs and tells you about the dangers of an AON. In the examples, It apparently assumes the buyer is placing a market order in perpetuity. Only a real dummy would do that. I assume you use a limit order. That's good but that places another condition on the purchase which makes it even more difficult to fill, especially as pertains to this stock with its pitiful volume.
http://business.solveyourproblem.com/stock-trading/all_or_none_stock_orders.shtml
