After every connection is closed a small amount of data is logged to a database. This includes the site name, the last time it was accessed, and running totals of total number of hits, and total volume of traffic. See also User Statistics.
A handy feature here is if you see a site has a great deal of traffic but is primarily ad based, you can just double click the site name and you will be offered to block it.
Also the total volume of traffic intercepted by the Proxy Server is displayed in the title.