The best information you could get is a number of transaction and a price realized by a MM this is available in eSignal & Reuters platforms (may be bloomberg ...)
But at the end it is pretty useless !
CME curencies contract level 2 are the best bid/ask indicator of what is going on in terms of volume. you can register at: http://equivalentsrdc.cme.com:443/index.html (top secret link hihihihhi)