Fly, on the

Before the ball touches the ground.

1872.  It is a juggler’s trick, and there is no more religion in it than catching a ball on the fly.—Holmes, ‘The Poet at the Breakfast-Table,’ chap. v. (N.E.D.)

1874.  Ketchum … was caught on the fly.—Chadwick, ‘Base Ball,’ p. 41. (N.E.D.)