1. A method for matching a buy order having a buy order price and a sell order having a sell order price, comprising the steps of: identifying an NBBO price range; determining if said buy order price and said sell order price are within said NBBO range; determining if said buy order price is not less than said sell order price; calculating a midpoint between said buy order price and said sell order price; and matching said buy order and said sell order at said midpoint if said buy order price is not less than said sell order price and said buy order price and said sell order price are within said NBBO range.