Have a look a joining an online broker, comsec etrade ect. Your broker is a shyster if they are wheeling lines like "there were no more shares to purchase". I'm guessing they then tried to push your money into something else, most likely a managed fund. In terms of your question about historical volumes you'd have to look at some of the subscription services like iress, Bloomberg or Reuters. If it helps I'll post a screen shot of the current market depth to give you an idea of how many more shares to purchase there are.
UTR Price at posting:
2.5¢ Sentiment: Buy Disclosure: Held
