what is vwap
Quick Scoop
VWAP means **Volume Weighted Average Price**. It shows the average price of an asset, weighted by how much it traded, so larger- volume trades count more than smaller ones.What it tells you
Traders use VWAP as a benchmark to judge whether price is relatively high or low during the day, and it is especially common in stock trading and algorithmic execution.A simple way to think about it: if the price is above VWAP , the asset is trading above its average volume-weighted price; if it is below VWAP , it is trading below that average.
Formula
VWAP is commonly expressed as: **VWAP = sum(price × volume) / total volume**Why people use it
- It helps compare current price against an average that reflects real trading activity.
- Institutions and passive investors often use it as an execution benchmark.
- It can help traders spot whether a move looks strong or weak relative to the day’s volume.
Example
If a stock trades at 100 shares at 10, then 200 shares at 11, VWAP is weighted more toward 11 because more shares traded there.That makes VWAP more informative than a plain average price when volume changes a lot.