Abstract: A method includes: (a) receiving market data, in which the market data includes information relating to one or more transactions of a security; (b) obtaining, using a data processing apparatus, a contemporaneous reference value, in which the contemporaneous reference value is contemporaneous with a first transaction of the security; (c) obtaining, from the market data, a sample transaction value; (d) defining a market movement threshold value and determining whether a difference between the sample transaction value and the contemporaneous reference value is greater than the market movement threshold value; and (e) outputting to computer-based memory a result of determining whether the difference between the first sample transaction value and the first contemporaneous reference value is greater than the market movement threshold value.

Abstract: A system for performing a computer-based method and a computer-based method include: receiving, at a computer-based interface device, data that is determined to be relevant to estimating cost information associated with a transfer of a low liquidity security; calculating, with a computer-based processor coupled to the computer-based interface device, an estimated fair value for the low liquidity security, based on the received data; receiving, at the computer-based interface device, an indication of at least one of an executable bid for the financial instrument and an executable offer for the financial instrument; and presenting, for display at a user interface terminal, a scaled, graphical representation of the estimated fair value for the low liquidity security and at least one of the executable bid for the financial instrument and the executable offer for the financial instrument.