Support Board
Date/Time: Thu, 03 Jul 2025 11:41:18 +0000
Post From: How to show weighted average VAP
| [2015-04-21 14:59:26] |
| User24187 - Posts: 54 |
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For a given time period, if the volume that occurred at each price level is exactly the same, the weighted avg price will be at 50%. However, if more of the volume occurred towards the extremes, the average will move either up or down. Is there a way to show the weighted average Price, given the volume distribution? Date Time Of Last Edit: 2015-04-21 15:00:33
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