"A sale at the bid is a SALE not a buy. I don't care how you want to spin it."
I can tell as a fact.. shares @ the BID are not all sells... this is true for OBB stocks Naz & the Big Board.... Did a stint as day trader... can without a doubt say your above statement is untrue... are most @ the bid sales yes.... if you have level two access you can watch "buys" @ the bid happen...
FYI 125,100 where sitting @ the BID according to Ameritrade...