Volume-weighted average price
Volume-weighted average price (VWAP) is the average price weighted by traded volume over a defined interval, often resetting each trading session. It provides a reference for comparing prices and executions. Chart versions may use bar-based approximations, and tick-volume versions are not equivalent to transaction-volume VWAP.
If hypothetical trades comprise 100 units at 20 and 300 units at 22, VWAP is 21.50: total traded value of 8,600 divided by 400 units.
Risk warning: CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money. Glossary definitions are general education only and are not investment advice. Risk disclosure