Then you are concerned with the liquidity of a stock, not the volume. Look at the mkt depth for the stock,... ie see the amt queued for buy and sell,.... Bt of course this queue is very fluid. if the numbers can disappear at a split second.

Secondly,... you'll get some hints/signs too from the volume transacted,... see if the volume for a few days 'match' the queue sizes or not.