Market makers are the ones who offer to buy and sell securities. The market maker must state the price it is asking for a given security (the ask price) and the amount it is willing to sell at that price (the ask size). Also, the market maker must state the price at which it is willing to buy the security (the bid price) and the amount of securities it is willing to buy (the bid size). When a customer order comes to the exchange, the order is filled by the market marker with the lowest ask price (for buy orders) or the highest bid price (for sell orders).
Some traders try to use the bid size and ask size to measure impending short term upward or downward pressure on the stock's price. — Некоторые трейдеры пытаются использовать величину спроса и величину предложения для измерения будущих краткосрочных тенденций движения цен акций вверх или вниз.