High-frequency trading Level 3 tick data of cryptocurrencies Luna coin and Bitcoin (BTC). The Luna coin data are from 16:00-20:00 on 11/05/2022, 02:00-03:00 on 12/05/2022, the Bitcoin data are from 02
Contains monthly estimates of the effective bid-ask spread for crypto pairs listed in Binance. Additional code and data are available at https://github.com/eguidotti/bidask
