I'm curious how active traders are with bitcoins - and how much they compare with traders on more established exchanges. Does anyone know what typical order sizes are like, and how often people are trading?
With regard to trade size all trades are timestamped and published by most of the exchanges via the api.
will get you the last 24 hrs.
Per user and frequency is harder to establish, anyone could have multiple accounts and be trading cross exchange. A big buyer could just be arbing the difference not really taking a large position.