風險聲明：差價合約（CFD）是屬於複雜的投資產品，因杠杆而存在快速虧損的高度風險。
交易前您應衡量是否瞭解差價合約以及是否能夠承擔發生虧損的高風險。
Web Trader MT5
V
Volume
The total number of units traded for a product during a specific time period.
Volume-Weighted Average Price (VWAP) Algo
A large order can push the market price against the trader if it is placed all at once. A VWAP algo avoids this by dividing the order into smaller parts and carrying them out during the trading day.
The program aims to achieve an average price close to VWAP, which gives more weight to prices where more trading took place.
An order to buy 100,000 shares may be spread across several hours. The program places more of the order during busy periods and less when activity is low.
The final result may still differ from VWAP because actual prices and trading volume can change during the session.
Voluntary disclosure
The act of a company voluntarily providing financial or other information to the public or to shareholders.
Vostro account
A foreign currency account held by a bank on behalf of another bank.
VVIX
VVIX takes the idea behind the VIX one step further. The VIX measures expected movement in the S&P 500, while VVIX measures how much the VIX itself is expected to move.
Cboe calculates VVIX using prices from options on the VIX. A higher reading means the options market expects sharper changes in the VIX. A lower reading suggests more stable expectations.
The VIX may remain close to 18 while VVIX rises. In that case, the current estimate of market volatility has not changed much, but traders expect it to become less stable. VVIX is mainly followed by people who trade or hedge volatility.
VWAP
A simple average gives every trade the same importance. VWAP does not. It stands for volume-weighted average price and gives more weight to prices where more trading took place.
If 100 shares trade at $10 and another 900 shares trade at $11, the VWAP is $10.90. The larger trade at $11 has a much stronger effect on the result.
Traders often compare their own execution price with VWAP. A buyer who pays below VWAP received a lower price than the market’s volume-weighted average for that period.
VWAP usually resets at the start of each trading session, so it is mainly used during the day.
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