VWAP Calculator
Enter up to five price × volume levels to get the volume-weighted average price (VWAP) and total volume.
Results
Fill in the inputs and click Calculate.
- VWAP
- –
- Total Volume
- –
- Total Notional
- –
Risk disclaimer
Estimates only; real fills are also affected by slippage, depth and time distribution.
What does VWAP measure?
VWAP = Σ(price × volume) ÷ Σ volume. Levels with more volume weigh more than a simple arithmetic average, reflecting the real center of trading.
Institutions use VWAP as an execution benchmark: buying below and selling above VWAP is considered decent execution.
How to use
- Enter price and volume per level (1 to 5 levels).
- Empty levels are ignored.
- Click Calculate for VWAP, total volume and total notional.
Formula
- VWAP = Σ(Price × Volume) ÷ Σ Volume
- Total notional = Σ(Price × Volume)
- Total volume = Σ Volume
Example
20,000×2 and 21,000×1 → VWAP = 61,000 ÷ 3 ≈ 20,333.33.
Reversed volumes (20,000×1, 21,000×2) → VWAP ≈ 20,666.67, closer to the heavy level.
FAQ
vs simple average?
VWAP weights by volume so it reflects the true money center; a simple average ignores volume differences.