Rolf,
I've found that the transaction logs are pretty much the best way to track that information. I use a product called Sawmill to break out the logs (http://www.sawmill.net) but there are others. Be sure to save your logs in Extended SQUID format - larger files, more info. Also, if you have an FTP server with some disk space, it would be good to have the CE FTP the logs out on a regular basis. On one of my sites, my CE sends 4+Mb files out every 30 minutes.
Good luck, Jim