Patent ID: 7373327

Claim:
A method of displaying market information relating to a tradeable object being traded in an electronic exchange having an inside market with a highest bid price and a lowest ask price on a graphical user interface, comprising: estimating a last traded total sweep quantity determined based on a number of trades executed in a market sweep over a plurality of price levels including a last traded price level for the tradable object; dynamically displaying a first indicator in one of a plurality of locations in a bid display region, each location in the bid display region corresponding to a price level along a price axis, the first indicator representing quantity associated with at least one order to buy the tradable object at the highest bid price currently available in the market; dynamically displaying a second indicator in one of a plurality of locations in an ask display region, each location in the ask display region corresponding to a price level along the price axis, the second indicator representing quantity associated with at least one order to sell the tradable object at the lowest ask price currently available in the market; displaying the bid and ask display regions in relation to a plurality of price levels positioned along the price axis such that upon receipt of an updated inside market each of the plurality of price levels do not change positions, such that the first and second indicators move relative to the price axis; and dynamically displaying a quantity indicator in a location corresponding to the last traded price level along the price axis, wherein the quantity indicator represents the estimated last traded total sweep quantity.