Through Vanguard you can purchase but not sell treasury instruments which is why I used Schwab.
"Vanguard Brokerage doesn't make a market in Treasury securities. If you wish to sell your Treasury securities prior to maturity, Vanguard Brokerage can provide access to a secondary over-the-counter market. In general, the secondary market for outstanding Treasuries provides liquidity, and the spread between bid and offer is usually narrower than for other fixed income securities. Nevertheless, liquidity will vary depending on a specific bond's features, lot size, and other market conditions. Treasuries sold prior to maturity may be subject to substantial gain or loss."
From:
Vanguard - Treasury Securities
From Schwab:
Fixed Income Pricing - Fixed Income | Charles Schwab
Treasuries - new issues and secondary trades $0. Broker assisted trades $25
Treasury bills, notes, bonds
Treasury inflation-Protected Securities (TIPS)
Treasuries Floating Rate notes