Don't forget19 Feb 2019 16:07
If you are saying that there are more buys than sells, or vice versa, where are you getting this information? The MM will buy and sell shares at whatever price they want to or need to. This may be above or below the mid price, not necessarily on the side you would expect. Therefore the colour shown on L1 & L2 will not always be correct, so be careful if you are taking these as gospel, the colours are just guesses. I have known trades by myself being reported incorrectly, as I'm sure some of you will have.