Volume Weighted Average Price

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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.
References in periodicals archive ?
Also, the company said that the threshold price of the notes will be set at a 30% premium to the initial price of the same, which will equal the arithmetic average of the volume-weighted average prices of one share of Voya common stock over the five consecutive trading days starting on and including 9 March 2018.
The value of the shares in these transactions has been determined by the volume-weighted average prices on Stockholmsborsen (the Stockholm Stock Exchange) during the ten trading days immediately preceding the exchange of shares.
Note: The Dow Jones Palo Verde Index includes volume-weighted average prices for firm and non-firm delivery commitments, at peak and off-peak periods of consumption.