Dane do peer-review

This dataset contains daily market quotes (opening, closing, high, and low prices), as well as trading volumes and turnover for selected series of Bank Gospodarstwa Krajowego (BGK) bonds (FPC0427, FPC0630, FPC0733) and Polish Treasury bonds (DS0727, DS1030, DS1033). The data covers the period from 2022 to 2025. It was compiled and used for the quantitative analysis and yield spread decomposition presented in the article titled Strukturalna segmentacja rynku długu publicznego a premia za płynność: Ilościowa dekompozycja spreadu rentowności obligacji BGK i Skarbu Państwa.