Volume-weighted average price Volume-weighted average price or VWAP reflects the total value of transactions in a share divided by the number of shares traded in a particular session. It is used by investors to appreciate the quality of the execution of a buy or sell order on the market. Volume-weighted average price Volume-weighted average price or VWAP reflects the total value of transactions in a share divided by the number of shares traded in a particular session. It is used by investors to appreciate the quality of the execution of a buy or sell order on the market. See all terms in the dictionary of finance To know more about it, look at what we have already written on this subject :

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Definitions of terms begining with the same letter as "Volume-weighted average price" :

VAR VBI VWAP Value Value added Value and financial securities Value at risk Value creation

Value drivers Value of Business in Force Value stock Variable costs Variance Variance Swap Vega Venture capital

Volatility Volatility - bonds Volatility - dividends Volume growth Volume-weighted average price Vulture fund