It should be possible to get a rough idea of how many of the trades on the book "disappear" before getting bought/sold. I think that would be pretty informative. I don't know if there are places that calculate this already? I don't believe that most (bigger) walls are actually honest. Why would anybody trade that way?
On our local exchange here in AU, there is a constant wall on both sides that is almost identical, that is constantly moving. When i query them about it, they said it was someone who was marking the market...
What does that even mean? Mark to market is an accounting treatment to revalue assets in accordance With their fair market value. It has nothing to do with order books.