VWAP

VWAP. The volume weighted average price of the Common Stock on the principal market for a particular Trading Day or set of Trading Days, as the case may be, as reported by Bloomberg

VWAP. Means on any particular Trading Day or for any particular period, the volume weighted average trading price per share of Common Stock on such date or for such period as reported by the Bloomberg L.P., or by any successor performing similar functions.

VWAP. For any Trading Day the volume-weighted average price of the Common Stock on the Principal Market, as reported by Bloomberg Financial L.P. (based on a Trading Day from 9:30 a.m., Eastern Time, to 4:00 p.m., Eastern Time) using the AQR function, on such Trading Day

VWAP. For any date, the dollar volume-weighted average price of the Company's Common Stock on the principal market in which it trades during the period beginning at 9:30:01 a.m., New York time, and ending at 4:00:00 p.m., New York time

VWAP. The volume weighted average of the Fair Market Value of the Common Stock during a period of twenty consecutive days on which the Common Stock is traded on the principal exchange on which the Common Stock is listed for trading

VWAP. The daily volume weighted average price (as reported by Bloomberg Financial L.P. using the "VAP" function for the date in question (it being understood that the average of the VWAP's for a certain number of Trading Days shall be obtained by using the "HP" function)) of the Common Stock on the date in question, or if there is no such price on such date, then the daily volume weighted average price on the date nearest preceding such date.

VWAP. As used herein, the term "VWAP" shall mean the dollar volume-weighted average price for the Company's common stock on the OTC Bulletin Board (or, if the OTC Bulletin Board is not the principal trading market for the Company's common stock, then on the principal securities exchange or securities market on which the Company's common stock is then traded) during the period beginning at 9:30:01 a.m., New York time, and ending at 4:00:00 p.m., New York time, as reported by Bloomberg through its... "Volume at Price" function or, if the foregoing does not apply, the dollar volume-weighted average price of the Company's common stock in the over-the-counter market on the electronic bulletin board for the Company's common stock during the period beginning at 9:30:01 a.m., New York time, and ending at 4:00:00 p.m., New York time, as reported by Bloomberg, or, if no dollar volume-weighted average price is reported for the Company's common stock by Bloomberg for such hours, the average of the highest closing bid price and the lowest closing ask price of any of the market makers for the Company's common stock as reported in the "pink sheets" by Pink Sheets LLC (or a similar organization or agency succeeding to its functions of reporting prices). If there is zero trading volume for any day during the computation period, such days will be excluded from the computation of average VWAP. All such determinations shall be appropriately adjusted for any stock dividend, stock split, stock combination or other similar transaction during such period. View More

VWAP. The Volume Weighted Average Price of the Common Shares on a Trading Day as reported by Bloomberg

VWAP. For any Trading Day, a price per share of Class A Common Stock equal to the volume-weighted average price of the Rule 10b-18 eligible trades in the shares of Class A Common Stock for the entirety of such Trading Day as determined by reference to the screen entitled CHTR AQR SEC as reported by Bloomberg L.P. (without regard to pre-open or after hours trading outside of any regular trading session for such Trading Day)

Found in Liberty Broadband Corp contract

VWAP. Means, for the relevant security, the per share volume-weighted average price as displayed under the heading "Bloomberg VWAP" on the Bloomberg AQR page for the relevant security (or its equivalent successor if such page is not available) in respect of the period from the scheduled open of trading until the scheduled close of trading of the primary trading session over the relevant determination period (or if such volume-weighted average price is unavailable, the market value of one share on... each trading day during the relevant determination period, determined, using a volume-weighted average method, by a nationally recognized independent investment banking firm retained for this purpose by the Company). The VWAP will be determined without regard to after hours trading or any other trading outside of the regular trading session trading hours. View More