Electron transport in nanoscale structures is strongly influenced by the Coulomb interaction that gives rise to correlations in the stream of charges and leaves clear fingerprints in the fluctuations of the electrical current. A complete understanding of the underlying physical processes requires measurements of the electrical fluctuations on all time and frequency scales, but experiments have so far been restricted to fixed frequency ranges, as broadband detection of current fluctuations is an inherently difficult experimental procedure. Here we demonstrate that the electrical fluctuations in a single-electron transistor can be accurately measured on all relevant frequencies using a nearby quantum point contact for on-chip real-time detection of the current pulses in the single-electron device. We have directly measured the frequency-dependent current statistics and, hereby, fully characterized the fundamental tunnelling processes in the single-electron transistor. Our experiment paves the way for future investigations of interaction and coherence-induced correlation effects in quantum transport.