NCBI Genbank hosts enormous numbers of COI sequences. However, it is not explicit how many species have their COI being sequenced, since there is also so many multiple sequences from one single species. I followed the keywords provided by Kwong et al (2012) to pull out the metazoan COI sequences (link provided below), with which I can obtain ~900,000 sequences, but cannot get the number of species information.
http://onlinelibrary.wiley.com/doi/10.1111/j.1096-0031.2012.00408.x/abstract