VWAP: related pages
Call auction Trading securities in batches: orders are collected, a price fixed that maximises the volume traded, and whatever orders can trade at that price execute.
Mid-price The average of the bid and offer prices.
Contract for difference (CFD) An abbreviation of contract for difference. An agreement to pay an amount based on the change in some underlying number, not necessarily a security.
ATS (automated trading system) A computer system for matching orders in securities.
Double/triple witching A period of volatility caused by the expiry of two classes of derivatives on the same underlying.
Copyright Graeme Pietersz © 2005-2019
