I have 20+ years of experience trading equities. I have never bought a bond. When I use the bond scanner at Interactive Brokers and search for treasuries with up to 6 months maturity, I get a list of treasuries with quotes and closing price the day before, but there is no last trading price and no volume figures. Is there a way to gauge liquidity or does that not matter for treasuries? Thank you.
I use Schwab and Fidelity and have short term treasuries in both. At schwab the spread maybe slightly higher but I made $300 just to park my money (I bought early at the top yield curve, plus I get the coupon on top), Fidelity spreads are better than schwab but you are hard pressed to find a min 20 lot. So the spreads depend on the size. I cannot comment on IB. They are more liquid than CDs. I never had a problem selling but I always play the short end of the yield. P.S. There must be a shit load of money at Fidelity
Yahoo Finance provides historical data, but it doesn't include volume. Enter the symbol in their search box. https://finance.yahoo.com/quote/^FVX/history?p=^FVX
I prefer ETF/ETNs myself. I really like the ones that go up and down in price on a regular basis as they are perfect for day trades. VGSH does not seem that great since there's not much of a daily spread for the cost, you were probably just citing that as an example. Some ETFs can be optioned also.