The walls of the capillaries are only one cell thick - capillary walls are made up of a single layer of endothelial cells. Capillary walls are very leaky and have pores approximately 100nm in length from which essential substances such as oxygen and glucose can diffuse out of and into the tissues. The thin walls also aid diffusion, as diffusion is most effective over short distances.
The capillaries are relative small vessels, with a diameter of only 7um (micrometres), and the diameter of the capillaries is approximately the same as that of a Red blood cell. As a result, as blood passes through the capillaries, the red blood cells are squeezed up against the capillary and this aids the release of oxygen from the oxyhaemoglobin inside the red blood cell.
Capillaries also make up the largest total volume of all the blood vessels in the body - there are many, many capillaries in the body, and each vessel is very small so capillaries surround tissues and supply them with the essential nutrients that they need. The large number of capillaries provides a large surface area for exchange of substances.
Pressure in the capillaries is very low, as there are many of them so blood is branched out through a large network of capillaries. High pressure would cause damage to the fragile walls of the capillaries.
Capillaries have no muscle in their walls and cannot change in size. Sections of the capillary networks may, however, be cut off by constriction of the arteriole which serves them. The blood can be diverted by a shunt.