Tick size change in E-mini and other futures

On 2 April 2006 the tick size for the NASDAQ-100 E-mini futures will change from 0.5 to 0.25

My question here is: How are you going to adjust the data in your DB (data base) so that new data added to it with the 0.25 tick size can be compared to previous trading days for back testing?

The question really involves creating a synthetic past for the NQ and averaging the volume between the ticks. So if you had the NQ trade at say:

1610.5 -- 16 contracts
1610.0 -- 20
1609.5 -- 36

The you could average the middle price but you need to save some of the contracts for the price above and below.

So I was thinking, using the price at 1610.0, you take 25% of volume and add that to 1610.25 and 25% of volume and add that to 1609.75 and then leave the balance at 1610.5 (50%).

What do other people think?