Relation between price and "buying shares count per trader vs. selling shares count per trader"
Suppose in a stock market we can access the information of buying/selling density per trader/account. For example during a trading session, V number of shares (i.e. volume) is traded by B number of accounts/traders are at the buyer side and S number of accounts/traders are at the seller side. Now if we define the densities as follow:
buying density = V / B
selling density = V / S
and then Buyer Seller Ratio (BSR) as "buying density" / "selling density", What relation could be between BSR and price? (if any).
If BSR < 1 (which means B > S) then the existing shares are held by more shareholders and vice versa for BSR > 1. Regarding this fact, my question is: when is the price likely to move higher? when number of shareholders is increasing (BSR > 1) or when number of shareholders is decreasing (BSR < 1).
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If the current quote for XYZ is 0.00 x 0.10 with a size of 200 x 1000, it will take 1,000 shares of buying to move price up, assuming that no other sellers come in at 0.10 (hidden orders or new sellers).
Let's say that the next ask on the order book is 0.20 so the quote then becomes 0.00 x 0.20 (assuming that the bid does not move up.
Would it have made a difference if one person bought all 1,000 shares or if 10 people bought 100 shares each? In either case, all of the 1,000 shares had to be purchased in order to move the ask price.
Apropos to your question regarding the dispersion of shares among the participants at a given price, it has no bearing on subsequent price change.
You could possibly make a case for the price stability (volatility) of the entire float across individual versus institutional hands but that's not relevant to your question.
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