I reported at the Search Engine Roundtable that Google has added search volume numbers to the external keyword tool. The volume numbers are approximations, and I would guess are from the same sources Google obtains data for Google Ad Planner and Google Trends for Websites. Here is a screen capture of a keyword research search on [seo]:
Some people report not being able to see this level of data, but many others are able to see the “Previous Month’s Search Volume” column and “Avg. Search Volume” column in the tool.
In other search news, it appears Live Search is currently undergoing a major index and algorithm update. First reports came in via WebmasterWorld at about 6:30pm (EST) yesterday. The changes seem to be very drastic, from the reports I see, but I am honestly not sure how widespread the changes are and for how long they will last.
Postscript: This is now official, the Inside AdWords blog has posted the official announcement.