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Our modelling framework is based on a copula approach and can be used for a broad set of applications where the primary characteristics of the data are: (i) discrete domain; (ii) the tendency to cluster at certain outcome values; and (iii) contemporaneous dependence. These kinds of properties can be found for high\u2010 or ultra\u2010high\u2010frequency data describing the trading process on financial markets. We present a straightforward sampling method for such an inflated multivariate density through the application of an independence Metropolis\u2013Hastings sampling algorithm. We demonstrate the power of our approach by modelling the conditional bivariate density of bid and ask quote changes in a high\u2010frequency setup. We show how to derive the implied conditional discrete density of the bid\u2013ask spread, taking quote clusterings (at multiples of 5 ticks) into account. 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