Volume weighted average definition
Examples of Volume weighted average in a sentence
Volume weighted average prices have been derived from Bloomberg and have been rounded to the nearest one decimal place.
Volume weighted average closing prices are derived from Bloomberg.
Prices: 125 USD/EUR per month or 1,500 USD/EUR per year API documentation: ▇▇▇▇▇://▇▇▇▇▇▇.▇▇▇▇▇▇▇▇▇.▇▇▇▇▇▇▇/api-docs#(ALPHA)Bid-AskPrices As of: 2023-10-25 BLOCKSIZE CONNECT DAILY PRICES The following services are included in the BLOCKSIZE CONNECT DAILY PRICES subscription: • Volume weighted average prices (VWAP) of various digital assets gathered within the last 24 hours, calculated once at 00:00:00 UTC and delivered every 60 seconds through a WebSocket API.
Volume- weighted average price is calculated by adding up the total dollar amount traded for every futures transaction the period between 13:59:30 and 14:00:00 CT and then dividing by the total futures contracts traded during that same period.