You may need look into other user behavior factors like Time Spent on Site, Average Page Views per Visit and also Visit Paths that you can get the ideas what people doing in your website. Usability and also content structure are important factors that can visitors exit or browse to other part of the websites. Ideally Website Analytics like Google Analytics, it allows you to check the path behavior for each segment that you may got the ideas that this kind of traffic, what page and content that they are interested most. 

I am sorry to say that a high bounce rate is quite normal on the price comparison sites. This would have been greatly increased recently by 1 major site that decided to give their content to a numer of unscrupulous 'content partners' that abused the feeds and racked up masive clicks for our merchants. for those that were most affected we did get manage to get soem refunds.

The most important thing to bear in mind is that the shpping sites are encouraged to give you as many clicks as possible by the rewards of CPC. Effectively they will try to water down perfomance as much as possible to errode your margin. This is where a really effective feed optimisation facility is useful as you can swiftly remove products from your feeds that are not cost effective.

Another useful option is to add the shopping site sales trackers to your site so they can see for themselves how bad they are. Ulimately it's about making them work for you and giving them accountability for what they are sending through. Having worked for a shopping site myself the easiest pushback is to say that you can't see the sales data and blame the merchant.

Hope you can get this sorted.