Alexa have added some new information to their traffic stats page. This now displays a percentage reach of internet users who visit this site, the country users come from and the sites traffic rank for an individual country.
Here’s a screenshot of the traffic rankings for seoptimise.com:
These rankings are only based upon users with the Alexa toolbar installed, so the higher the traffic/Alexa ranking the more accurate the information should be. I would recommend using Google Analytics (or similar website analysis program) to collect this information about your own site, but Alexa definitely gives a good idea about your competitors website stats, such as which countries their users are coming from.