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成交量加权平均价 - Chengjiaoliang jiaquan pingjunjia
英文Volume-weighted Average Price的缩写。VWAP是将多笔交易的价格按各自的成交量加权而算出的平均价，若是计算某一证券在某交易日的VWAP，将当日成交总值除以总成交量即可。VWAP可作为交易定价的一种方法，亦可作为衡量机构投资者或交易商的交易表现的尺度。英文亦称为dynamic time and sales。
VWAP
Volume-weighted average price. VWAP is a method of pricing transactions and a benchmark to measure the efficiency of institutional trading or the performance of traders. VWAP represents the total value of stocks traded in a particular security for a given time period, divided by the total volume of stocks traded in that security during that same time period. Calculation techniques vary: some will use data from all markets or just the primary market and may or may not adjust for resubmits and other error corrections. It is also known as dynamic time and sales.
