Source: wikibot/volume-weighted-average-price
= Volume-weighted average price
{wiki=Volume-weighted_average_price}
The Volume-Weighted Average Price (VWAP) is a trading benchmark used to measure the average price a security has traded at throughout a specific time period, weighted by the volume of trades at each price level. It is commonly used by traders and investors to determine the average price at which a security has been bought or sold during a trading day.