A dynamic quote window for a securities system includes a quote montage
that displays quotes from market participants to buy or sell a security
and a plurality of controls disposed proximate to the quote montage, each
of the controls displaying a price level and aggregated quote size at the
price level for the security. The aggregate controls display aggregated
quotes at various price levels that represents publically displayed,
available liquidity. Market participants can see the depth of the quotes
at the inside. Also described in a multi-order window which when
populated and transmitted can generate orders to capture all shares
available at the price corresponding to the aggregate interest control
depressed and better.