I see some particular stocks have exactly same size between Bid Size and Ask Size. Why does it happen? Do those who place the buy and sell are actually the same counterparty? If so, why do they do that?
If its not a data issue, this is also pretty standard behavior from market makers, who make a profit from the spread between these two prices and will often put up identical/similar size blocks both sides of the order book, in some situations (such as designated market makers) market makers will also be obliged to offer x level of liquidity in return for their position and these values will be basically the same all the time.