Efficient way of moving ETF/stock?

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I want to move my ETF, which is very volatile from one brokerage to the other.

What do you think the most efficient way to do this is?

I am afraid the price per share could change as much as 10 to 20 points (either way) by the time I cash it out and purchase at the other brokerage.

Should I buy on the margin at the brokerage I am moving it to at the point I sell and then fulfill the margin when I finally get the funds?

[sweeps]

Is this in a taxable account? Just transfer the shares. You're transferring to Schwab I'm guessing...

In many cases, you can transfer your assets to Schwab without the need to liquidate them. Call 800-xxx-xxxx with questions.