VWAP

Definition

Volume Weighted Average Price. A measure of the price at which the majority of a given day's trading in a given security took place. Calculated by taking the weighted average of the prices of each trade. The method is used by institutional traders, who often break a given trade into multiple transactions.

Use VWAP in a sentence

I wanted to determine what the Vwap was, so I had my assistant do some research and tell me about it.

​ Was this Helpful? YES  NO 7 people found this helpful.

As Spencer looked over the VWAP, he knew that the median price was approximately $90 a share and he was comfortable with that.

​ Was this Helpful? YES  NO 10 people found this helpful.

Even though the price finished up 20bps, the VWAP was only 10bp above the starting price for the stock at the beginning of the day.

​ Was this Helpful? YES  NO 3 people found this helpful.

Show more usage examples...

Browse Definitions by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
VUV W formation