Short Selling Volume
 

Anyone know the best way to get timely info on this?

Difference between activity on the Bid and Activity at the Asked
 

As the majority of the volume in any liquid exchange market is done by traders who close the transaction at the end of the day. A daily running total of the Asked activity - Bid activity will give you a fair approximation of the long or short bias by the more sophisticated, longer term traders.

Re: Difference between activity on the Bid and Activity at the Asked
 

yahoo will tell you the total shorts outstanding on a given stock.

Re: Short Selling Volume
 

Once a month the short interest of each stock is "approx" updated.There really is no way of knowing the exact number of shorted shares,in relation to the stocks float IMO.

A simple example is INTC,which can be looked at for free on yahoo finance.com(click key statistic's on the left hand side)

http://finance.yahoo.com/q/ks?s=INTC

However the accuracy is not 100% by any means,but at least you can get a general idea of each stocks individual short positions:

INTC Share Statistics

Average Volume (3 month)3: 67,022,900
Average Volume (10 day)3: 92,162,800
Shares Outstanding5: 5.84B
Float: 5.82B
% Held by Insiders1: 3.19%
% Held by Institutions1: 60.80%
Shares Short (as of 25-Sep-07)3: 72.27M
Short Ratio (as of 25-Sep-07)3: 1.2
Short % of Float (as of 25-Sep-07)3: 1.20%
Shares Short (prior month)3: 74.38M

Stephen [img]/images/graemlins/cool.gif[/img]