You get those numbers from market makers and dark pools / market makers are required to provide liquidity and therefore must take the opposing end of many trades when brokers call in trades to them - if they don't take them then the broker stops calling and placing trades is their lifeblood - so they often get upside down on trades and therefore have to pressure the stock up or down in order to not be underwater at the end of the day with the positions they had to take throughout the day - there is a big difference between dilution and a market maker providing liquidity.