Try your SQL optimizing skills and win great honor

As winner of the previous round, I’ve been given the honor to write the problem for Phil Factor Speed Phreak Challenge #6. This problem is from the real world (algorithmic trading) and the sample data is real.
The challenge is to reproduce highest buy and lowest sell prices from data captured from a stock exchange. There are four competition categories, all of which give you great honor and nice prizes:
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Overall best performance (first prize)
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Best SQL CLR solution
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Best cursor-based solution
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Best unconventional solution (be creative!)
Don't hesitate - give it a try!
http://ask.sqlservercentral.com/questions/17499/phil-factor-speed-phreak-challenge-6-the-stock-exchange-order-book-state-problem
Have fun and good luck!