Volume Weighted Average Price, which is calculated by dividing the value of trades by the volume over a given period. A closing 10 minute VWAP is used to set closing prices on the order book.
Price Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
The volume-weighted average price.
VWAP is a trading acronym for Volume-Weighted Average Price, the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price a stock traded at over the trading horizon.