How to estimate the amount of transactions that belong to exchanges? Can we estimate how many transactions (both incoming and out) belong to exchanges?

This can either transactions per time unit (block, day, month ...) or transactions/total
Not easily nor with any guarantee of accuracy. Since exchanges use unique addresses for each deposit, it is very difficult to know what addresses are under their control until they actually move the coins. Without knowing what transactions belong to exchanges, we can't know how many transactions are being made and how much is being transacted.