SGG is an ETN, not a stock & as such, it will track the price of the sugar futures that it is rolling whereas thinly traded stocks can significantly differ in price between their intrinsic value & their market value (share price) based on supply/demand imbalances.

As with any thinly traded security, one should use limit order instead of market orders with another option being the adaptive algo orders offered by Interactive Brokers: https://www.interactivebrokers.com/en/index.php?f=19091

One could also opt to trade CANE in lieu of SGG as they are both sugar ETNs. CANE has more volume but basically a wash as the share price is about 6x smaller than SGG, hence the higher volume (more shares needed to be bought to represent the same total investment)