Market depth

Volume Weighted Average Price (VWAP) execution

Written by Joshua Raymond

Updated: 2024-12-06 09:40:18

All trades are executed at Volume Weighted Average Price (VWAP), which is a standard practice for markets exchange.

It means that if your single transaction size is very big (above normal market size), the price at which the trade will be executed might be slightly worse than the price you see for smaller transactions.

In the xStation platform, we automatically recalculate the Sell/Buy price in Market Watch and the Order Ticket to reflect your order size. You'll see the spread widen as your trade size increases for example to reflect the VWAP.

If you trade typically small to medium trade size, your spread should not be affected at all and your trades will be executed at the best (Level 1) price😊.

You can see VWAP, Spread and the whole Market Depth of the instrument if you like.

By default, Market Depth is not visible, but you can switch it on in xStation: Settings/General.

Similarly you can set and observe Market Depth in the xStation mobile app.

If you still need help with your question,

Join over 1 000 000 XTB Group Clients from around the world.

We use cookies

By clicking “Accept All”, you agree to the storing of cookies on your device to enhance site navigation, analyze site usage, and assist in our marketing efforts.

This group contains cookies that are necessary for our websites to work. They take part in functionalities like language preferences, traffic distribution or keeping user session. They cannot be disabled.

Cookie name
Description
SERVERID
userBranchSymbol Expiration date 17 October 2024
adobe_unique_id Expiration date 16 October 2025
__hssc Expiration date 16 October 2024
SESSID Expiration date 2 March 2024
__cf_bm Expiration date 16 October 2024
intercom-id-iojaybix Expiration date 13 July 2025
intercom-session-iojaybix Expiration date 23 October 2024
xtbCookiesSettings Expiration date 16 October 2025
TS5b68a4e1027
xtbLanguageSettings Expiration date 16 October 2025
userPreviousBranchSymbol Expiration date 16 October 2025
TS5b68a4e1027
intercom-device-id-iojaybix Expiration date 13 July 2025
__hssc Expiration date 16 October 2024
test_cookie Expiration date 1 March 2024
__cf_bm Expiration date 16 October 2024
_cfuvid
__cf_bm Expiration date 16 October 2024
__cf_bm Expiration date 16 October 2024
_cfuvid
_cfuvid

We use tools that let us analyze the usage of our page. Such data lets us improve the user experience of our web service.

Cookie name
Description
__hstc Expiration date 14 April 2025
__hssrc
_vwo_uuid_v2 Expiration date 17 October 2025
_ga Expiration date 16 October 2026
_ga_CBPL72L2EC Expiration date 16 October 2026
_ga_TC79BEJ20L Expiration date 16 October 2026
countryIsoCode
_vwo_uuid Expiration date 16 October 2025
_vwo_ds Expiration date 15 November 2024
_vwo_sn Expiration date 16 October 2024
_vis_opt_s Expiration date 24 January 2025
_vis_opt_test_cookie
_gcl_au Expiration date 14 January 2025
_ga_CBPL72L2EC Expiration date 16 October 2026
_ga Expiration date 16 October 2026
_ga_TC79BEJ20L Expiration date 16 October 2026
__hstc Expiration date 14 April 2025
__hssrc
AnalyticsSyncHistory Expiration date 31 March 2024
_gcl_au Expiration date 14 January 2025

This group of cookies is used to show you ads of topics that you are interested in. It also lets us monitor our marketing activities, it helps to measure the performance of our ads.

Cookie name
Description
hubspotutk Expiration date 14 April 2025
_uetsid Expiration date 17 October 2024
_uetvid Expiration date 10 November 2025
hubspotutk Expiration date 14 April 2025
_ttp Expiration date 10 November 2025
MUID Expiration date 10 November 2025
_tt_enable_cookie Expiration date 10 November 2025
_ttp Expiration date 10 November 2025
li_sugr Expiration date 30 May 2024
_fbp Expiration date 14 January 2025
muc_ads Expiration date 16 October 2026
guest_id_marketing Expiration date 16 October 2026
guest_id_ads Expiration date 16 October 2026
guest_id Expiration date 16 October 2026
_ttp Expiration date 10 November 2025
_omappvp Expiration date 28 September 2035
_omappvs Expiration date 16 October 2024
_uetsid Expiration date 17 October 2024
_uetvid Expiration date 10 November 2025
MUID Expiration date 10 November 2025
IDE Expiration date 10 November 2025
_fbp Expiration date 14 January 2025
MSPTC Expiration date 10 November 2025

Cookies from this group store your preferences you gave while using the site, so that they will already be here when you visit the page after some time.

Cookie name
Description
bcookie Expiration date 16 October 2025
lidc Expiration date 17 October 2024
UserMatchHistory Expiration date 31 March 2024
bscookie Expiration date 1 March 2025
li_gc Expiration date 14 April 2025
personalization_id Expiration date 16 October 2026
bcookie Expiration date 16 October 2025
li_gc Expiration date 14 April 2025
lidc Expiration date 17 October 2024

This page uses cookies. Cookies are files stored in your browser and are used by most websites to help personalise your web experience. For more information see our Privacy Policy You can manage cookies by clicking "Settings". If you agree to our use of cookies, click "Accept all".

Change region and language
Country of residence
Language