Patent ID: 7853505

Claim:
A computer-implemented method for generating a display of at least one side of a market, the method comprising: receiving, by a computer, market data representing one or more offers, from one or more market participant computers, each offer comprising an offered price and an offered quantity; generating, by the computer, a display of the received market data, the display comprising a price axis, a quantity axis, a first price curve comprising a plot of average offered price as a function of quantity, and a second price curve comprising a plot of average offered price as a function of quantity and an approved market participant list for a user; accessing, by the computer, a quantity specified by the user; calculating, by the computer, a first average offered price comprising a price at which the specified quantity is available independent of the approved market participant list; calculating, by the computer, a second average offered price comprising a price at which the specified quantity is available taking into account the approved market participant list; and indicating, by the computer, the first and second calculated average offered prices within the display of the received market data.