Volume-Weighted Average Price (VWAP) represents the average price at which an asset has traded throughout the period, weighted by spot volume. It is calculated by dividing the cumulative typical price (average of high, low, and close) multiplied by volume, by the cumulative volume over a chosen time window. VWAP serves as a benchmark for assessing trade execution quality and identifying potential support/resistance levels.

This metric tracks VWAP for spot trades aggregated across exchanges, where USD or USD-related currencies serve as the quote. Use the period dropdown to select the lookback window for the VWAP calculation (24h for daily or 1w for weekly).