System and method for displaying and/or analyzing a limit order book

A method comprising:

• receiving, by at least one processor, data regarding a plurality of limit orders entered onto an electronic market, the data regarding each limit order comprising a respective price and a respective time associated with the respective limit order;
• storing, in at least one memory electronically coupled to the processor, the received data for each of the plurality of limit orders;
• for each of at least two of the plurality of limit orders:
• determining, by the at least one processor, a market distance, the market distance comprising the difference between the price of the respective limit order and a market price;
• determining, by the at least one processor, a weighting based at least on the determined market distance for the respective limit order;
• calculating, by the at least one processor, one or more market indicators based at least in part on the weighting of each of the at least two limit orders;
• and
• causing, by the at least one processor, the one or more market indicators to be displayed in a graphical user interface.