A system for generating a display of at least one side of a market
includes a computer system having one or more computers. 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 computer system receives market data reflecting the one or
more offers and generate a display of the received market data. The
display includes a price axis, a quantity axis, and one or more offer
bars. Each offer bar represents one or more offers including
substantially equal offered prices. Placement of an offer bar along the
price axis represents the substantially equal offered prices for the one
or more offers represented by the offer bar. The height of an offer bar
relative to the quantity axis representing the aggregate offered quantity
for the one or more offers represented by the offer bar. The computer
system accesses an average price specified by a user, calculates an
offered quantity available at the specified average price based on the
received market data, and indicates the calculated offered quantity
within the display of the received market data.