Volume-Weighted-Average-Price

The term, volume-weighted-average-price (VWAP) is a benchmark measurement which indicates a stock’s value weighted against its trading volume over a fixed time frame (normally one trading day).

A VWAP is found by adding the total transaction prices of a stock across a certain time frame and then dividing the sum by the total number of shares traded.

More on this topic:
Swiss online trading platform comparison

About moneyland.ch

moneyland.ch is Switzerland’s independent online comparison service covering banking, insurance and telecom. More than 70 unbiased comparison tools and calculators are available on moneyland.ch, along with useful financial guides and timely news. The comprehensive comparison tools help you to find the right insurance policies, bank accounts, credit and prepaid cards, loans, mortgages, trading accounts and telecom products for your needs.