加权平均价

然后交易流聚合并进行运算来计算成交量加权平均价（volumeweightedaverageprice，VWAP）。

The trade stream is then aggregated and operated on to calculate the volume weighted average price ( VWAP ) .

批量加权平均价。

Volume Weighted Average Price .

当日结算价是指某一期货合约当日成交价格按照成交量的加权平均价；当日无成交价格的，以上一交易日的结算价作为当日结算价。

The settlement price is the price of a futures contract traded that day according to volume weighted average price ; if the day is non-traded price , the settlement price of previous day will be settlement price of that day .

本文收集了2007年5月8日至2010年11月29日沪深两市所有股票的交易数据，并对交易量加权平均价格和收盘价分别作为股票日价格的有效性进行了对比实证研究。

This dissertation collects the trading data in Shanghai and Shenzhen stock exchange from May 8 , 2007 to November 29 , 2010 , and investigates the strength of closing price and volume-weighted average price each as daily stock price proxy .