Patent ID: 7680727

Claim:
A client device for displaying an estimate of a last traded total sweep quantity of a tradeable object, the client device comprising: a display device; a market data receiver configured to receive market data identifying quantity associated with orders to buy a tradeable object and quantity associated with orders to sell a tradeable object; a processor coupled with the display device and configured to execute instructions to estimate a last traded total sweep quantity based on a number of trades executed in a market sweep over a plurality of price levels and to display on the display device a graphical user interface having; a first display region for dynamically displaying the quantity associated with orders to buy the tradeable object; a second display region for dynamically displaying the quantity associated with orders to sell the tradeable object; a third display region for dynamically displaying the estimated last traded total sweep quantity for the tradeable object; and wherein, the first, second and third regions dynamically display information in relation to a static axis of prices.