An asset’s volume-weighted average price (VWAP) is calculated by taking the average of every trade in a specified time period.
An asset’s volume-weighted average price (VWAP) is calculated by taking the average of every trade in a specified time period. Each trade is weighted proportionally to the quantity of the order. In regard to a specific order that is filled at multiple prices, the VWAP can be calculated on aggregate by looking at net quantity and net price.
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