Here's a pdf from yadreni.com that contains a large amount of data, some of which is high frequency: https://www.yardeni.com/pub/highfreqcb_bb.pdf
Seeking Alpha shares a recent analysis of high-frequency data (click here).
Visa reported a 4% decline in consumer spending for the month of March (compared to a year ago). You may recall that things were not that bad in early March; the situation deteriorated rapidly in mid-March (so if data were available for just the second half, it would show a considerably larger decline in consumer spending).
Add it up and it would be helpful to have more high frequency data to gauge what's going on. We'll keep searching...