It should be possible to get a rough idea of how many of the trades on the book "disappear" before getting bought/sold. I think that would be pretty informative. I don't know if there are places that calculate this already? I don't believe that most (bigger) walls are actually honest. Why would anybody trade that way?
On our local exchange here in AU, there is a constant wall on both sides that is almost identical, that is constantly moving. When i query them about it, they said it was someone who was marking the market...