A system for facilitating order entry includes a first computer system
having one or more computers. The first computer system generates a
display of at least one side of a market comprising two sides. The
displayed side of the market includes one or more offers from one or more
market participants. Each offer includes an offered price and an offered
quantity. The display indicates offered quantities available at various
offered prices. The first computer system accesses a quantity specified
by a user, calculates an average price at which the specified quantity is
available based on the one or more offers, and indicates the calculated
average price within the display. The first computer system receives an
instruction from the user to generate one or more orders for the
specified quantity at the calculated average price for communication to a
second computer system having one or more computers supporting the market
for matching with one or more corresponding offers. In response to
receiving the instruction from the user, the first computer system
generates one or more orders for the specified quantity at the calculated
average price and communicates the generated orders to the second
computer system for matching with one or more corresponding offers.