Patent attributes
A price range is determined based on a set of historical transactions having a comparison volume substantially corresponding to the desired volume of the traded item. A price range is also determined by selecting historical transactions such that the set of historical transactions has a total volume substantially equal to the comparison volume. A price range is also determined by selecting historical transactions such that the set of historical transactions has a total volume greater than the comparison volume and selectively removing one or more historical transactions from the set of historical transactions until the set of historical transactions has a total volume substantially equal to the comparison volume.