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The idea that a good bookmaker is always trying to run a balanced book is a myth. A good bookmaker is trying to run a book which will make him the most money in the long run. To do this the line maker needs to ask two main questions to set the betting line. 1) what line best represents the...

Since the 2009 chance it's not as accurate but if even with trades slip based on the bidder or offerer you will still end up with higher avarge volume with bigger avarge trade size.

With tick charts you can see if the ticks where made up of big or small average trade size. All you need to do is put volume bars on the bottom of the chart. The volume on a tick charts will have smaller variance than time based charts, but you can still see the same type of volume patterns.