What Is a 'Volume-Weighted Average Price' (VWAP)? ▴ Learn

What Is a ‘Volume-Weighted Average Price’ (VWAP)?

A Volume-Weighted Average Price (VWAP) is a trading benchmark that calculates the average price of an asset over a specific time period, weighted by the total trading volume at each price level. It is often used by large institutional traders to execute orders with minimal market impact.

In an oracle context, a VWAP feed provides a price that reflects the true market sentiment and is more resistant to manipulation than a simple average.

What Role Does Market Sentiment Play in the Perceived Opportunity Cost?

Besides Iceberg Orders, What Other Order Types (E.g. TWAP, VWAP) Are Used to Minimize Slippage in Derivatives Trading?

How Can Traders Use Volume-Weighted Average Price (VWAP) to Gauge Execution Quality and Slippage?

What Is the Difference between a Spot Price Oracle and a Volume-Weighted Average Price (VWAP) Oracle?