Composition of Capillaries
Capillaries are made up of a single layer of endothelial cells surrounded by a basal membrane. The walls ale thin and fragile but because of their small diameter resist stretching in response to capillary blood pressure. Water and dissolved substances of small molecular weight (gases, salts, sugars, amino acids etc.) can diffuse easily.
Figure: Fluid exchange across a capillary wall
In addition, fluid is forced out through the walls. Substances of molecular weight more than 70,000 (mostly proteins) do not pass out of the capillary walls. These proteins exert an osmotic effect called the colloidal osmotic pressure, which tends to draw water back into the capillary from the surrounding tissue fluid. Another force, the hydrostatic pressure of blood tends to push the water across the endothelial cell layer out of the capillaries. When the hydrostatic pressure within the capillary exceeds colloidal osmotic pressure, fluid is passed out through the capillary wall; when the hydrostatic pressure in the capillary falls below the colloidal osmotic pressure the 'fluid is drawn in. The hydrostatic pressure in the arterial end of the capillary is higher than the colloidal arterial pressure while at the venous end it is often lower. Therefore, fluid is filtered out at the arterial end and redrawn in at the venous end. This amount of fluid forced out and the amount re-entering varies greatly. Usually outflow exceeds inflow and excess fluid remains in the interstitial spaces. This as you already know forms the lymph.