Community scripts › Built into Depth › VWAP
What it shows
The volume-weighted average price since 7:00 PM ET (00:00 UTC): the average price paid per coin today.
How to read it
VWAP weights every trade by its size. Price above VWAP means today's buyers are, on average, in profit. For weekly, monthly, session and rolling VWAPs with bands, use VWAP bands & anchors.
How it's calculated
VWAP adds up price times volume for every trade since 7:00 PM ET (00:00 UTC) and divides by the total volume, so it is the average price paid today, weighted by size. It resets every UTC day.
What it can't tell you
VWAP is only meaningful within the day it covers; early in the UTC day it rests on very few trades.
FAQ
What does price above VWAP mean?
Today's buyers have, on average, paid less than the current price, so the average buyer is in profit.
Why does it reset at 7:00 PM ET (00:00 UTC)?
Depth uses the UTC day for all markets. VWAP bands & anchors adds session, weekly, monthly and rolling VWAPs.
Can I change the color and width?
Yes, the line style, opacity, width and the price label are settings.
More in Order flow
Every trade as a bubble: teal for aggressive buys, violet for aggressive sells; the size is the volume.
Resting limit orders in the order book by price and time: green bids below price, violet asks above. Brighter means more size.
Zones where heavy aggressive selling (or buying) hit a price level and price did not get through; the zone runs until price trades past it.