I came across an interesting article titled "Cautious Voters - Supportive Parties: Opinion Congruence between Voters and Parties on the EU Dimension" (2006) by Mikko Mattila and Tapio Raunio. That parties in most EU countries are generally more pro-EU than voters shouldn't come as a surprise to anyone, but it's still useful to have a study to cite on the phenomenon. The authors conclude:
In line with previous research, we first showed that parties are closer to their voters on the left/right dimension than on the EU dimension. Then we confirmed that parties are more supportive of European integration than are their voters. We expected party system characteristics (number of parties, ideological range) to have an effect on opinion congruence, but this was clearly refuted by our analysis. The responsiveness analysis at the party level produced several findings: government parties were less responsive than opposition parties; party size was related to responsiveness, with opinion congruence higher in smaller parties; and responsiveness was lower among centrist parties. Our study also confirms that European parties, at least in the old member states, fail to offer enough competing alternatives to voters over European integration.
The article also contains a rather interesting by-country breakdown of the distances between parties and voters on the EU dimension and the left-right dimension, as measured in an international study after the previous European Parliament election. Finnish parties did a comparatively poor job of representing public opinion on EU; they were the fourth furthest from the voting public. British parties were the furthest from their supporters on this count, not including Northern Irish parties which were the closest. In two countries, Poland and the Czech Republic, parties were generally less pro-EU than the public. Finnish parties came fourth in being more pro-EU than their voters - with British parties winning again.
On the left/right dimension, where parties were generally closer to voters, Finnish parties were slightly better than average, tied at ninth place with Irish, Estonian, and Cypriot parties. Northern Irish and Dutch parties did the best, Portuguese the worst.