volume-weighted average price

Volume Weighted Average Price

The price of a security in which a higher trading volume affects the price more than a lower trading volume. It is calculated by dividing the dollar value of transactions by the average volume. It is sometimes used to determine the relative strength of a trend.

volume-weighted average price

The average price of a stock calculated by dividing the daily trading volume into the dollar value of daily transactions. Institutional investors sometimes use the volume-weighted average price to determine if a particular trade was at a favorable or unfavorable price.
References in periodicals archive ?
19 pounds per Shire share, based on AbbVie's 30-day volume-weighted average price of $54.
The daily volume-weighted average price shall equal the per share dollar volume-weighted average price for the Company's common stock on the NYSE during the period beginning at 9:30 a.
The common stock average price represents the simple arithmetic average of the daily per share volume-weighted average price of Bank of America common stock for each of the five consecutive trading days ending on and including June 22, 2009.
3% over the volume-weighted average price of Ciba shares over the last 60 trading days and a premium of 32% over the dosing share price on Sept.
The shares were issued based on a 5% discount to the five-day volume-weighted average price before the closing date of each transaction.
6% discount on the five-day volume-weighted average price of Silver Lake shares, and a 7.
In brief, the two indices are as follows: Argus Sour Crude Index Arithmetic (ASCI-Arithmetic): The arithmetic average of the volume-weighted average price of three crude grades: Mars, Poseidon and Southern Green Canyon.
75 divided by the volume-weighted average price of Tyco's stock on the New York Stock Exchange during the ten trading day period ending on the fourth full trading day prior to the closing date of the merger; or (c) Tyco shares equal to $42.
Market Match is a response to the growing number of trading professionals using the volume-weighted average price as a trading performance benchmark.
75 divided by the volume-weighted average price of Tyco's stock on the New York Stock Exchange during the 10-trading day period ending on the fourth full trading day prior to the closing date of the merger; or (c) Tyco shares equal to $42.
75 divided by the volume-weighted average price of Tyco's stock during the 10-day trading period ending on the fourth full trading day prior to the closing date of the merger; or (c) Tyco shares equal to $42.
Under the agreement, Applied's initial purchase price is subject to adjustment based on the volume-weighted average price of Applied common stock over an expected four-month period.