35426009_parison___Interactive_Investor__Features
[Description] Volume weighted average price (VWAP) is calculated by dividing the value of trades by the volume over a given period. A closing 10 minute VWAP is used to set closing prices on the order book [Possible uses] Can help ascertain the value of a trade taking the size of the execution into account [Features] 
Order book volume weighted average price (VWAP)
Level 1 and Level 2 Comparison | Interactive Investor
Features