This zip file contains daily spreads for each day of the year.

The files are labeled yyyymmdd_qes.csv for each day.

The files contain:
dvwespread: dollar value-weighted effective spread
dvwrespread : dollar value-weighted relative effective spread
tradeobs: valid trade count for effective spread computation.
tradevol: valid trade volume for effective spread computation
twqspread: time- (duration-) weighted quoted spread
twrqspread: time- (duration-) weighted relative quoted spread
vwespread: share volume-weighted effective spread
vwrespread: share volume-weighted relative effective spread