Very loosely defined the bond market is the total of the active bonds being bought and sold at that moment. Since there is no primary or physical exchange for the vast majority of bonds that trade, most transactions occur between broker/dealers who trade from their own inventory on behalf of clients or their own book.
Some websites have begun to report all bond transactions of one type, regardless of where the bond trades so as to offer help in pricing.
Not only are there different markets for each class of bond (treasury, corporate, muni, international, etc..), there are different standards and different dominant players in each.
Furthermore, there is a big difference between the primary and secondary markets in bonds. The primary market refers to new issue bonds of all sorts. This means that the money raised by the bond issue will go straight to the bond issuer (government, corporation or municipality) and that it is most likely priced at par.
The secondary market means that the bond is not a new issue and has already been out in the marketplace. An investor may have had to sell it before maturity or a broker/dealer may have purchased it into their inventory to mark up and sell to customers. Generally, these bonds will not be at par because of a change in interest rates since issue or due to mark ups. It is with these bonds that investors need to be cognizant of the yield to maturity.