Displaying market data

1. A system for generating a display of at least one side of a market, the system comprising a computer system having one or more computers and operable to:

receive market data reflecting one or more offers, from a plurality of market participants, each offer comprising an offered price and an offered quantity;

provide a plurality of offer bars representing the one or more offers from the plurality of market participants;

divide each of the plurality of offer bars into one or more bar segments, each bar segment corresponding to a particular offer from a particular market participant;

prioritize each bar segment within the plurality of offer bars by vertically positioning each bar segment in the plurality of offer bars according to a prioritization scheme;

generate a display of the plurality of offer bars, the display comprising a price axis and a quantity axis, placement of each of the plurality of an offer bars along the price axis representing the offered prices for the one or more offers represented by each of the plurality of offer bars, height of each of the plurality of offer bars relative to the quantity axis representing an aggregate offered quantity for the one or more offers represented by each of the plurality of offer bars;

access an average price specified by a user;

calculate an offered quantity available at the specified average price based on the received market data; and

indicate the calculated offered quantity within the display of the received market data.

2. The system of claim 1 , wherein the indication of the calculated offered quantity comprises a line placed along the quantity axis at the calculated offered quantity.

3. The system of claim 1 , wherein:

the computer system is further operable to indicate the specified average price in addition to the calculated offered quantity; and

the display of the specified average price comprises a line placed along the price axis at the specified average price.

4. The system of claim 1 , wherein:

the offers comprise asks;

the market participants comprise sellers;

offered prices comprise ask prices;

offered quantities comprise ask quantities;

the offer bars comprise ask bars;

the specified average price comprises an average buy price; and

the calculated offered quantity comprises a quantity available at the specified average buy price.

5. The system of claim 1 , wherein the computer system is further operable to:

access a quantity specified by the user;

calculate an average offered price at which the specified quantity is available based on the market data; and

indicate the calculated average offered price within the display of the received market data.

6. The system of claim 1 , wherein the computer system is further operable to:

receive new market data reflecting one or more changes in the one or more offers; and

in response to receiving the new market data, update the display of the market data.

7. The system of claim 1 , wherein the computer system is further operable to:

access an approved market participant list;

adjust the heights of one or more offer bars to reflect one or more market participants being excluded from the approved market participant list; and

calculate the offered quantity available at the specified average price based on the approved market participant list in addition to the received market data.

8. The system of claim 7 , wherein:

the offers comprise asks;

the market participants comprise sellers;

offered prices comprise ask prices;

offered quantities comprise ask quantities;

the offer bars comprise ask bars;

the approved market participant list comprises an approved seller list;

the specified average price comprises an average buy price; and

the calculated offered quantity comprises a quantity available at the average buy price.

9. The system of claim 7 , wherein the computer system is further operable to divide each of the offer bars into one or more bar segments, each bar segment corresponding to a particular offer from a particular market participant.