Sweep Incoming marketable limit orders or market orders automatically execute to the extent possible at the best bid or offer and then sweep up (or down) automatically, executing against available liquidity at each price point in one continuous transaction. The sweep ends when the order has reached it's total cumulative quantity, it’s limit price or when it hits an intervening LRP. Posted liquidity, reserve liquidity, convert and parity (CAP) liquidity, and specialist liquidity at each price point are all available liquidity to an order during a sweep.