How to use bts recording?

[Simon Sobisch]

(gdb) record btrace bts
Could not enable branch tracing for Thread 0x7ffff7fe6740 (LWP 2464935): 
Failed to start recording: No such file or directory.

What does this message, raised by GDB 9.2, want to tell me?
Looks like GDB 11.1 is a bit better:

(gdb) record btrace bts
Could not enable branch tracing for Thread 0x7ffff7fe4740 (LWP 2756): 
Failed to start recording: Operation not supported

How to get that operation working?

... still on the road to understand GDBs recording...
Simon