The big falsehood is that for every buy there is a sell.
For example: Put in an order to sell a stock that is a dormant shell, with no activity for months... Before the day is finished you will get your sell.
But WHO is buying it?
Answer: The Market Maker(s)
So how do they slow down a feeding frenzy? They widen the spread for hours and paint (or cook) the book until they reach a certain # of shares that forces their hand.
Only problem is: They have alot of variance obviously.