I have been looking for info like that for awhile and have had no luck finding it. I was told by a broker that it was no public information (granted, it was a discount broker, but...). Information on how many shares are bought and sold on a given day would be very helpful. I contacted the SEC and asked them how to get this sort of info and they never responded. If anyone knows where to get it, please post it on this board. Thanks.
You can watch 20 minute delayed transactions on a stock, or pay for real time for this service through fastquote.com. The window holds approximatley 15 transactions at a time, and scrolls as they happen, so would need to keep window open to see transactions for entire days trading.