Cheers for your reply. One way of thinking about the question is I don't really care about defining a financial transaction vs something else. The data will do that by itself. In the example above, someone is "sending" 20,000 sats and spending 14,700 sats to do so - i.e. a fee of about 75% of the amount they are sending, it's clearly not a financial transaction anyway!

So what I am looking for is something like - for each block, every single transaction will have an amount sent and a fee rate paid to send it. From that we could work out a fee perecentage for every single transaction. By looking at the average (or other metrics) of all of those, I think it would start to get interesting. Perhaps it's difficult to pick up those numbers in practice.

I know people sometimes talk about total value sent over the network, so it's clearly aggregated at times from data. Interestingly though, I don't think you could look at total value sent per block and use that in combination with total fees in a block, as if a whale comes along and sends 1,000 BTC in on a transaction in one block and not the next, that would obviously distort the data.

I'll keep looking!