I don't think that there are any blogs on the topic that I can recommend.
Part 2 of your question is difficult. Since bonds trade in the OTC (over-the-counter) market, and bond dealers don't have to publish any public information, price data for the bond market is hard to find. Each of the major brokerages has a bond dealing business, but they will likely only advertise the bonds in which they are making a market. The reason why the prices at your broker's bond dealer are worse than the prices on Perimeter is because the bond dealer trades on the basis of a bid-offer spread. The prices on Perimeter appear to be averages.
As for which broker has the lowest bid-offer spreads on bonds, your guess is as good as mine. Economic theory would suggest that in a perfect market, each bond dealer's spread for a given bond issue would be identical. The retail bond market is not exactly perfect though; I wouldn't be completely surprised if there was a degree of collusion between bond dealers at the retail level (at the wholesale or inter-bank level though, I would expect the market to be a lot more competitive). In any case, my gut feeling is that each broker is more or less the same when it comes to their bond dealership business.
Part 2 of your question is difficult. Since bonds trade in the OTC (over-the-counter) market, and bond dealers don't have to publish any public information, price data for the bond market is hard to find. Each of the major brokerages has a bond dealing business, but they will likely only advertise the bonds in which they are making a market. The reason why the prices at your broker's bond dealer are worse than the prices on Perimeter is because the bond dealer trades on the basis of a bid-offer spread. The prices on Perimeter appear to be averages.
As for which broker has the lowest bid-offer spreads on bonds, your guess is as good as mine. Economic theory would suggest that in a perfect market, each bond dealer's spread for a given bond issue would be identical. The retail bond market is not exactly perfect though; I wouldn't be completely surprised if there was a degree of collusion between bond dealers at the retail level (at the wholesale or inter-bank level though, I would expect the market to be a lot more competitive). In any case, my gut feeling is that each broker is more or less the same when it comes to their bond dealership business.