In finance, time-weighted average price (TWAP) is the average price of a security over a specified time period, computed by weighting the price at each moment in that period equally. It serves as a trading benchmark alongside the volume-weighted average price, from which it differs by not weighting for the volume traded at each moment. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/
Sources
Wikipedia: Time-weighted average price
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