Bioelectronics Corp (BIEL)

[FurryMcMonst]

Market makers can and do maintain inventory.
http://www.pinksheets.com/pink/otcguide/issuers_know.jsp

I've also read elsewhere that they have a certain amount of time to reconcile their books so they can even sell you shares that don't exist. Eventually, they buy shares to cover for the shares they sell you but often run the price down first.

There is a seller for every buyer but it isn't necessarily someone from the public doing the selling. It could be a market maker selling from his inventory or even selling "phantom" shares.