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We study the pressure-driven flow of concentrated colloids confined in glass microchannels at the single-particle level using fast confocal microscopy. For channel to particle size ratios 2a/(D) over bar less than or similar to 30, the flow rate of the suspended particles shows fluctuations. These turn into regular oscillations for higher confinements ( 2a/(D) over bar similar or equal to 20). We present evidence to link these oscillations with the relative flow of solvent and particles (permeation) and the effect of confinement on shear thickening.