Patent ID: 8374946

Claim:
A computer system operable in a security trading system, the computer system being arranged for processing orders and comprising: one or more memory device, and one or more processing device configured for: receiving a sell order comprising a lower limit, a conditional lower limit and a threshold volume, wherein the lower limit and the conditional lower limit define a conditional selling price range in which the sell order can be executed under certain selling conditions and wherein the threshold volume specifies a minimum threshold size for execution of the sell order; receiving a buy order comprising an upper limit, a visible buy volume parameter and a hidden buy volume parameter; determining whether said certain selling conditions are fulfilled; and executing the sell order and the buy order against each other if at least said certain selling conditions are fulfilled; wherein the visible buy volume parameter is specifying a first part of the volume of the buy order intended to be disclosed to all the customers of the security trading system; wherein the hidden buy volume parameter is specifying a second part of the volume of the buy order intended not to be disclosed to all the customers of the security trading system; and wherein said determining whether said certain selling conditions are fulfilled comprises determining whether the sum of said first part and said second part of the volume of the buy order is superior or equal to said threshold volume.