VWAP

VWAP
The volume-weighted average price. Bloomberg Financial Dictionary
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VWAP - 'volume-weighted average price' - represents the total value of shares traded in a particular stock on a given day, divided by the total volume of shares traded in that stock on that day. Calculation techniques vary: some will use data from all markets or just the primary market and may or may not adjust for resubmits and other error corrections. VWAP is a method of pricing transactions and also a benchmark to measure the efficiency of institutional trading or the performance of traders themselves. Exchange Handbook Glossary
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Volume weighted average price (VWAP), which is calculated by dividing the value of trades by the volume over a given period. A closing 10 minute VWAP is used to set closing prices on the order book. London Stock Exchange Glossary

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   Volume-weighted Average Price. VWAP is a method of pricing transactions and a benchmark to measure the efficiency of institutional trading or the performance of traders. VWAP represents the total value of stocks traded in a particular security on a given day, divided by the total volume of stocks traded in that security on that day. Calculation techniques vary: some will use data from all markets or just the primary market and may or may not adjust for resubmits and other error corrections. It is also known as dynamic time and sales.

Financial and business terms. 2012.

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