It depends. Conventional wisdom (like, say, booking a flight) would dictate that buying well in advance would be the way to go, but for something like a ball game people don't really plan their schedule that far in advance so they typically don't know until "day-of" that they won't be able to make it.
It's risky but you can usually find really dirt-cheap tickets a couple hours before game time.
For weekday afternoon games you're pretty good regardless, since a lot of season-ticket holders tend to be 9-5ers that couldn't make the game anyway
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