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.

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 ?
These notes cannot be exchanged or redeemed early and will be cash-settled at maturity and which amount will be based on the volume-weighted average price of the common stock of Voya Financial Inc.
2% to TIO's 90-trading day volume-weighted average price as of 13 February 2017, and 22.
9% discount to the volume-weighted average price for the five trading days up to 27th May.
The pricing of the shares will be determined as 95% of the lowest daily volume-weighted average price of the five days after the date on which Biotie shall have sent YA Global a notice to buy shares, but will be at least 85% of the volume-weighted average price of Biotie shares on OMX Nordic Exchange in Helsinki on the last trading day preceding the notice.
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.
Under each transaction, the purchase price per share will be based on the daily volume-weighted average price of Level 3 common stock over an averaging period, subject to an agreed-to daily price cap and less an agreed-to discount, and CS will deliver the shares following the end of the averaging period.
5% over the 60-day volume-weighted average price of TEO LT's share on the OMX Baltic Exchange in Vilnius and 30.
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.
19 pounds per Shire share, based on AbbVie's 30-day volume-weighted average price of $54.
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.