Why is the number of shares bought and sold on a given day not the same? Shouldn't there be an equal number of buys to sells?
Market-makers buy at the Bid price and sell at the Ask price. That's the side of the trade not counted. Investors that sell at the Bid price and that buy at the Ask price represent the fundamental demand.
Here are a couple of links:
But a market-maker buys at the Bid and sells at the Ask:
A market-maker does not add to sell volume at the Bid and does not add to buy volume at the Ask.
Also the net long or short of futures and options positions is widely reported and here is an example report: