Method and system for aggregating foreign exchange measures

摘要

According to an embodiment of the present invention, an automated computer implemented system aggregates foreign exchange data and graphically represents a change in spread. The system comprises a computer processor coupled to a storage mechanism, an aggregator server, an orders server and an interactive user interface. The computer processor is programmed to: aggregate data from a plurality of market data sources representing a plurality of different underlying markets; generate an amount view, based on the aggregated data, that illustrates smart liquidity with respect to a moving average based on a predetermined time period plus two standard deviations; and provide, via the interactive user interface, an interactive amount view with a slope that represents a change in spread between a bid and an offer.