Credit spreads are a key economic indicator. They are the difference between yields on corporate and government debt. They are a measure of confidence in the private sector, they provide insight into economic culture.
Where can I find a free and reliable online daily historical data source that indicates how credit spreads are moving by region?
CDX and iTraxx quotes provide exactly this information but as an individual, you struggle to even pay Markit to provide them - they generally only have corporate clients.
Quandl.com has databases of bond yield by credit rating which could be used in conjunction with government interest rates to get an indication of how spreads are moving but the data is not reliable and there is little explanation of what regions/markets the databases cover.
