VWAP confirmation?

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jamesedwards
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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?
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sa7med
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Joined: Thu May 18, 2017 8:01 am

jameegray1 wrote: ↑
Mon Jun 24, 2019 10:10 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 volume
(ie [price1*vol traded at price1 + price2*vol traded at price2 + ....+ pricen*vol traded at pricen]/totalvol)
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jamesedwards
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Joined: Wed Nov 21, 2018 6:16 pm

Thanks, so it's historical rather than what's available at a given moment of time.
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