Get your ASX listed VWAP instantly

Drawbridge provides a professional, fast and free VWAP service that you can rely on for volume weighted average price figures for both ASX and Chi-X listed shares.

To get your free VWAP, simply enter the ASX stock code for the specific company you’re interested in, select a date range and provide an email address so we can send you your VWAP calculation.

Enter your VWAP Details

Select any date range over the last 12 months.
We will email you with the results.

Company Stock Code

Start Date (any date in the past excluding todays date)

End Date (any date in the past excluding todays date)

Why are you requesting a VWAP today?

We use this information for product improvement purposes only and it is not shared externally.

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VWAP

What is VWAP?

The volume weighted average price (or VWAP) of a company's share price is a benchmark commonly used by both company management and investors, which takes into account the share price relative to the volume of shares traded over a particular time period.

The VWAP calculation is a sum of the value of every trade executed during the given period (in dollar terms) divided by the number of shares traded over the same time period. The calculation is shown below:

VWAP= Σ Price x Volume / Σ Volume

The VWAP calculation will give you a volume weighted average price for the specified time period.

A VWAP is different to a simple moving average that would sum up closing prices over a particular period, then divide it by the number of time units (such as days) in that period. A simple moving average does not factor in volume of trades executed, making it a less reliable indicator of stock value and trends.

Combining price and volume in the VWAP calculation, which is independent of closing price, typically gives a more accurate value of a specific stock. Therefore, a VWAP provides a smoothed-out indication of a stock’s price over time.

How is the VWAP useful?

Since VWAP provides a more holistic view of a share price, it can provide key insights into intraday trends and assist in calculating the value of performance shares.

Knowing the VWAP can assist investors and analysts in determining whether the current stock is overpriced or underpriced, compared to the average trading price. VWAP is particularly useful for executing large orders at the optimal time and price.

Professional traders often use VWAP as an indicator of intraday trends and the timing of buy and sell signals. Some traders may build VWAP into their rules, specifying what position to take based on whether the VWAP is above or below a certain price. This metric may be used for making decisions on entering or exiting a specific share position.

VWAP can also inform company milestones that are linked to share price, such as investor placement pricing and capital raisings.

Price chart

Who Needs VWAP?

VWAP can be a useful metric for anyone involved in trading. Whether you’re a large institutional buyer, a retail trader or a long term investor, VWAP can be an important part of your trading toolkit.

We work with all levels of investors and traders as well as large publicly listed companies.

Sourcing Data for VWAP Calculations

Calculating VWAP in Australia requires access to historical ASX and/or Chi-X trading data. This information is not readily available, and can be expensive to obtain.

The VWAP calculation involves comprehensive analysis of data and understanding of what types of trades to include and exclude. Several complex steps must be followed, which for accuracy need to be undertaken by a suitably qualified professional.

Getting a VWAP calculation wrong can result in lost trading opportunities, less effective trades, avoidable financial losses and other risks.

Frequently Asked Questions

What is a VWAP?

How are VWAPs calculated?

Why are VWAPs important?

Who is Drawbridge?

Drawbridge is trusted by these ASX listed companies

Drawbridge is developed and used by DigitalX Ltd (ASX:DCC) and supports other listed companies to better manage their securities dealing policies.

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little green pharma logo
genetic technologies logo
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How Drawbridge Can Help You

Using a professional service like Drawbridge to obtain a VWAP, saves you time and money and helps to reduce your regulatory and compliance risks. We offer fast and free volume weighted average price figures for both ASX and Chi-X listed shares. If you have any questions about our VWAP service, don’t hesitate to contact us.

How it works

1

Enter the ASX code

Enter the ASX stock ticker code for the company you want to VWAP.

2

Select a date range

Enter the start and end date for the range of trading days you want included.

3

Leave your email

Enter your email so that we can send your VWAP calculation.

4

Receive your VWAP

You're all done! Your VWAP will be calculated and sent to the email address provided.

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