Volume-weighted average price

In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon.

VWAP is calculated using the following formula:

*It is shown second screenshot in the screenshots.

trade that takes place over the defined period of time, excluding cross trades and basket cross trades.

for more information pls visit

https://en.wikipedia.org/wiki/Volume-weighted_average_price