Method and interface for presenting last traded quantity information

A nontransitory computer readable medium having instructions stored thereon which when executed by a processor cause the processor to carry out acts comprising:

• dynamically determining a last traded total sweep quantity for a tradeable object in response to market updates for the tradeable object, wherein the last traded total sweep quantity indicates a total quantity value corresponding to a number of trades executed over a plurality of different price levels for including a last traded price level for the tradeable object;
• and
• displaying the dynamically determined last traded total sweep quantity on a trading screen.