Performance measure that shows the number of basis points that your orders were filled better (or worse) than the VWAP (Volume Weighted Average Price)Performance measure that shows the number of basis points that your orders were filled better (or worse) than the VWAP (Volume Weighted Average Price) for each order’s security measured over the entire day of trading that the order was executed. for each order’s security measured over the entire day of trading that the order was executed.


Related Terms: