Volume weighted average price - A calculation performed by the London Stock Exchange to set closing prices for shares traded on the SETS order book system.In simple terms, the value of trades is divided by the volume over a given period. The LSE uses a closing 10 minute VWAP to set closing prices on SETS.
Volume weighted average price : a calculation performed by the london stock exchange to set closing prices for shares traded on the sets order book system.in simple terms, the value of trades is divided by the volume over a given period. the lse uses a closing 10 minute vwap to set closing prices on sets.