First, we have to define 'regolith'. NASA uses the term for all unconsolidated debris, including large boulders:
The lunar surface is covered by a layer of unconsolidated debris called the lunar regolith (fig. 53). The thickness of the regolith varies from about 5 m on mare surfaces to about 10 m on highland surfaces.
Lumps smaller than 1 cm are called "lunar soil".
The stuff you're probably after is the fraction fine enough to be called "dust".
Lunar dust generally connotes even finer materials than lunar soil. There is no official definition of what size fraction constitutes "dust"; some place the cutoff at less than 50 μm in diameter, while others at less than 10 μm.
All of these categories are mixed together, with smaller particles filling the space between larger particles.
At the surface, you tend to get a layer of dust.
Since the Moon lacks any sort of an atmosphere, the upper few millimeters of the regolith is exposed to the bombardment of micrometeorites and to solar wind irradiation. The extensive bombardment by micrometeorites, which continues today, breaks up soil particles and melts portions of the soil.
Lunar dust builds up at a rate of 1 mm/1000 y. Impacts can break up rock, but can also consolidate particles by melting:
The impact of micrometeoroids, sometimes travelling faster than 96,000 km/h (60,000 mph), generates enough heat to melt or partially vaporize dust particles. This melting and refreezing welds particles together into glassy, jagged-edged agglutinates, reminiscent of tektites found on Earth.
We have some data on regolith depth, but it's incomplete. The best data is the samples taken by the Apollo missions, but those are very localized. Whole-surface data relies mostly on photos and various estimation techniques.
This is a Ground Penetrating Radar map made by Chang'e 3's rover Yutu.
Radar measurements from Earth can give an indication of surface grain size: