Skip to content
Markov

Glossary · VWAP

What is VWAP?

VWAP (volume-weighted average price) is the average price traded over a period, weighted by volume.

How do traders use VWAP?

Traders use it as a fair-value reference for the session. Markov's Session Map draws an anchored VWAP.

All glossary terms →


The data sources page says how every number is made, with its limits. Markov provides research tools and education, not financial advice.