VWaP is the average price at which a security trades during a session, adjusted for volume. For instance, if you buy 20 shares of Company X for ₹100, 15 shares for ₹102 and 10 shares for ₹103 , the VWaP is ₹101.33 . This is different from the simple average of ₹101.66, which is the mean price traded over the day.
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