The trade stream is then aggregated and operated on to calculate the volume weighted average price ( VWAP ) .
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 VWAP is then joined with the quote stream , and the bargain index is calculated .
然后VWAP与报价流联接,并且计算交易指数。