Definition of Volume-weighted average price - Finance dictionary
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.
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.