Volume Weighted Average Price

Volume Weighted Average Price (VWAP) padded, meaning on dates the quote has not traded then the previous day's value is carried forward (includes market holidays).

For unpadded values see VWAP

VWAP is the average price of a quote by the total traded volume.

VWAP = Turnover by Value (VA) / Volume (VO)..

See also:

P	Close Price
NT	Number of Trades