VWAP confirmation?
- jamesedwards
- Posts: 2309
- Joined: Wed Nov 21, 2018 6:16 pm
Hi, what is VWAP (Volume Weighted Average Price) please? Is it averaged price of traded volume or averaged price of tradable volume?
it is the average price, weighted by volumejameegray1 wrote: ↑Mon Jun 24, 2019 10:10 pmHi, what is VWAP (Volume Weighted Average Price) please? Is it averaged price of traded volume or averaged price of tradable volume?
(ie [price1*vol traded at price1 + price2*vol traded at price2 + ....+ pricen*vol traded at pricen]/totalvol)
- jamesedwards
- Posts: 2309
- Joined: Wed Nov 21, 2018 6:16 pm
Thanks, so it's historical rather than what's available at a given moment of time.