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.

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

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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.

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