MetricIntermediate
Volume-Weighted Average Price (VWAP)
syn. VWAP
A benchmark that calculates the average price of an asset weighted by traded volume over a specific period.
Last updated: February 1, 2026
1
All executed trades for an asset within a time period are recorded with their price and volume.
2
The sum of (price * volume) for each trade is calculated.
3
This sum is divided by the total volume traded.
4
The result is a single price that reflects the average execution price weighted by volume.
5
VWAP is used as a benchmark to evaluate whether individual executions were favorable.