Method and interface for presenting last traded quantity information

A client device for displaying an estimate of a last traded total sweep quantity of a tradeable object, the client device comprising:

• a display device;
• a market data receiver configured to receive market data identifying quantity associated with orders to buy a tradeable object and quantity associated with orders to sell a tradeable object;
• a processor coupled with the display device and configured to execute instructions to estimate a last traded total sweep quantity based on a number of trades executed in a market sweep over a plurality of price levels and to display on the display device a graphical user interface having;
• a first display region for dynamically displaying the quantity associated with orders to buy the tradeable object;
• a second display region for dynamically displaying the quantity associated with orders to sell the tradeable object;
• a third display region for dynamically displaying the estimated last traded total sweep quantity for the tradeable object;
• and
• wherein, the first, second and third regions dynamically display information in relation to a static axis of prices.