Should you ask questions throughout the interview?

Just curious on your opinions of asking questions throughout the interview? For example, when the interviewer asks your outlook on the specific market and you give your answer, do you think it's appropriate to ask their thoughts after? i.e. I think this and this because of this, what are your thoughts?

I've heard it can be good to turn the interview into more of a conversation, but I'd be worried about it dragging on and looking like I'm trying to avoid more questions or just annoying the interviewer.

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