Thought I would share my website here as well, SeaofBTC.com
We have a variety of graphs for bitcoin prices and market data. I'll post a few examples here:
We offer search-able graphs to query against a database of full-granularity data. We average large datasets, but, if you look at something like 1-hour of data, you can get the full granularity, even from a week ago.
Compared prices (BTC-e, Bitfinex, Bitstamp, and Huobi (Huobi on a separate axis)):
Buys and Sells marked specifically:
Pricing depth. I am still trying to devise the best way to visualize this data, but here's what it is now:
Price / spread. We also have compared to avg spread and percent spread
Completely full-granularity data example:
Remember the day on BTC-e when volume went absolutely nuts because of a bot or bots? Using these charts, I deduced it was actually just a single person:
http://seaofbtc.com/bitcoin-news/a-deep-look-into-market-data-surrounding-the-btc-e-bot-malfunction
Anyway, thought I'd share. If you have ideas for additional charts that you'd like to see, I am all ears!