The volume-weighted average price is an average price calculated by weighting the prices of multiple transactions according to their respective volume. To calculate the VWAP of a security on a certain trading day, divide the total value of the transaction on that day by the total volume. VWAP can be used as a method of transaction pricing and as a measure of the trading performance of institutional investors or dealers. English Volume Weighted Average Price.
Volume-weighted average price
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The volume-weighted average price is an average price calculated by weighting the prices of multiple transactions according to their respective volume. To calculate the VWAP of a security on a certain trading day, divide the total value of the transaction on that day by the total volume. VWAP can be used as a method of transaction pricing and as a measure of the trading performance of institutional investors or dealers. English Volume Weighted Average Price.
- Name
- Volume-weighted average price
- Name
- Volume Weighted Average Price
- Definition
- Average price weighted by respective volume
- To source
- Wiki volume
Related entries
The volume-weighted average price comes from the Wikipedia volume-weighted average price. The volume-weighted average price is the average price calculated by weighting the prices of multiple transactions according to their respective volume. If you calculate the volume-weighted average price of a security on a certain trading day, divide the total value of the day by the total volume. Just fine.
