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VWAP (Volume-Weighted Average Price)
VWAP is the average price of a security or commodity weighted by trading volume over a specific period. It provides a benchmark for trading performance and execution efficiency.
For example, if 1,000 barrels of crude oil trade at $70 and 2,000 barrels trade at $72, the VWAP would be closer to $71.33, reflecting both price and volume.
VWAP is widely used by institutional traders, algorithmic strategies, and portfolio managers to assess execution quality and reduce market impact. It provides insights into intraday price trends and liquidity.
Understanding VWAP allows traders to plan orders, benchmark performance, and manage execution risk in both physical and financial markets. It ensures trades align with market activity while minimizing slippage.