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METHODS AND SYSTEMS FOR PROVIDING CROSSING MARKETS

  • US 20100217659A1
  • Filed: 04/30/2010
  • Published: 08/26/2010
  • Est. Priority Date: 01/07/2002
  • Status: Abandoned Application
First Claim
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1. A method for providing a crossing market for trading a tradeable instrument, the method comprising:

  • providing crossing market rules that govern the trading in the crossing market;

    receiving a plurality of bid-offer liquidity spreads;

    receiving a plurality of customer orders;

    determining an order imbalance based on the received plurality of customer orders;

    selecting a bid-offer liquidity spread from the plurality of bid-offer liquidity spreads; and

    calculating a crossing price based on the order imbalance and the selected bid-offer liquidity spread.

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