I presume someone could buy 25k if one uses at least 3 exchanges (Bitstamp, daily volume 4000 BTC; Bitfinex, daily volume 4800 BTC; btc-e, daily volume 3000 BTC souirce: http://bitcoincharts.com/markets/). If you were to use just 10% of total volume daily (12800 BTC), which means 1280 BTC bought per day, would mean that you need 20 days to accomplish your goal without moving the market that much. And during that time the price could go up up up.
Arbitrage effectively connects all the exchanges into a single global market; with some shifts in the prices, from which the arbitragers make their profit, and a delay of a minute or less.So by trading on any of those exchanges you are trading on all of them, and also on all the Chinese exchanges. Together they can easily absorb 1300 BTC per day, I woudl think; but if done repeatedly over 20 days the price will probably move quite a bit.
It seems advisable in general to split a large buy (or sell) into several smaller buys spaced a few minutes apart, so that the arbitragers have a chance to bring the asks or bids) from other exchanges into the one where you are trading. Trading drectly on two or more exchanges should only save the arbitrage fees.