What is VWAP (Volume Weighted Average Price)?
VWAP, the Volume Weighted Average Price, is the average price over a session weighted by how much volume traded at each price. Because it accounts for volume, it reflects where most activity actually happened, not just the midpoint. It usually resets each day and is widely watched by intraday and institutional traders.
Why VWAP (Volume Weighted Average Price) matters
It is a common reference for whether intraday price is rich or cheap versus where volume traded.
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