Where can I see volume data?

I am interested not to just see the volume traded at the foot of the graph, but specifically, how many shares were traded at each price throughout the day...

Is there anywhere I can see this sort of info for UK and US stocks?

The website DigitalLook has this facility, but it is very basic and only works for the current days trading...also it is limited to the number of stocks you can look this up for.

Any suggestions?

The Volume at Price study available at Big Charts might serve your purposes.

MarketDelta?

Rhody, thanks, that's quite interesting, good for US stocks.

I need an equivalent for UK stocks...anybody?

You can see in the bottom right hand corner what I am after here:

IG Group Holdings Company Research (IGG) Share Prices, Charts, News, Financials, and More - Digital Look

Bump

Anybody else care to chip in with advice?