Yeah, the lack of liquidity can certainly be frustrating. It's such an amazing platform with minescule fees, I don't know why more people don't use it. Maybe it's a chicken/egg problem or maybe just a marketing one.
The BitShares/bitUSD is fairly active, but still nothing like you see on other exchanges. I've thought about setting up a market making bot to increase liquidity, but I'd probably just lose a bunch trying to figure it out.
RE: A Simple Example of Shorting the U.S. Dollar With BitShares