Also an economist and a data scraper/consultant here -- depending on the data, some times all you need to figure out is correlation -- frequency of updates, listings being live for X time; clusters of listings around Y days, etc.
In terms of a few real-life examples, on the one hand you have eBay which provides you with sold data (API through Terapeak). On the other hand you have Craigslist, which is kinda opaque, hates scraping, but you can monitor listings and their half-life. (Listings that disappear quickly presumably get sold quick; listings that stick around for weeks relisted over and over have lower liquidity presumably and/or are priced high.)
In terms of a few real-life examples, on the one hand you have eBay which provides you with sold data (API through Terapeak). On the other hand you have Craigslist, which is kinda opaque, hates scraping, but you can monitor listings and their half-life. (Listings that disappear quickly presumably get sold quick; listings that stick around for weeks relisted over and over have lower liquidity presumably and/or are priced high.)