توضیحات

The Volume Weighted Average Price is similar to a moving average, except volume is included to weight the average price over a period.

Volume-Weighted Average Price [VWAP] is a dynamic, weighted average designed to more accurately reflect a security’s true average price over a given period. Mathematically, VWAP is the summation of money (i.e., Volume x Price) transacted divided by the total volume over any time horizon, typically from market open to market close.