Volume-weighted average price
In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon. VWAP can be measured between any two points in time but is displayed as the one corresponding to elapsed time during the trading day by the information provider. The first execution of the VWAP was in 1984 for the Ford Motor Company by James Elkins, then head trader at Abel Noser.
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Volume-weighted average price
In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon. VWAP can be measured between any two points in time but is displayed as the one corresponding to elapsed time during the trading day by the information provider. The first execution of the VWAP was in 1984 for the Ford Motor Company by James Elkins, then head trader at Abel Noser.
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In finance, volume-weighted av ...... hen head trader at Abel Noser.
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VWAP (Volume-weighted average ...... nderado pelo volume negociado.
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In finance, volume-weighted av ...... hen head trader at Abel Noser.
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VWAP (Volume-weighted average ...... nderado pelo volume negociado.
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VWAP
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Volume-weighted average price
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