Personally, I have never had the good fortune to buy at the bid. Maybe I'm just unlucky.

Is your way of looking at this a common way of analyzing activity? If not, why would you ask someone if they "noticed the buys at the bid"?

A buyer doesn't want to attract attention, so he buys at the bid? I may be naive, but I would think it's just a matter of he doesns't want to pay the ask. Given the choice I think everyone would like to buy at the bid. But my guess would be that few are able to.