<p>Currently, the development of the theory of Haar interpolations of financial markets with the use of martingale measures continues. The existence of martingale measures of discounted stock prices means that this kind of interpolation can only be used in arbitrage-free markets. However, real financial markets often contain elements of arbitrage opportunities. Therefore, it is important to develop techniques for interpolating processes that do not admit martingale measures. This work is devoted to the described problem. Here, signed martingale measures serve as the main interpolation tool. With their help, the Haar interpolation procedure is defined. The paper introduces the concept of an admissible signed martingale measures and defines the universal Haar uniqueness property (UHUP) and its weakened variant (SHUP). Some important properties of the sets consisting of signed martingale measures of NBC and WNBC types are proved.</p>