Please understand that those buy & sell vols are guesses made by the software and are not reliable.
I have bought several times lately at the bid. That software would call that a sell not a buy. I have also sold at the ask on occasion which the software would classify as a buy.
As far as I know there is no way to know for sure wether a transaction is a buy or a sell unless you have a LVL III screen and I am not positive that a LVL III screen will correctly identify all transaction between MM's.
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