Definition. Spot Volume-Weighted Average Price (VWAP) is the average price at which an asset has traded over a chosen period, weighted by spot volume.

Technical. Computed as the cumulative typical price (average of high, low, and close) multiplied by volume, divided by cumulative volume over the chosen window. Computed across spot trades aggregated from exchanges where USD or USD-related currencies serve as the quote. Use the period dropdown to select the lookback window (24h for daily or 1w for weekly).

Interpretation. Used as a benchmark for trade execution quality and as a reference for potential support and resistance levels.