2-day VWAP is anchored from prior day open (or pre-market open). It's not a true 2-day VWAP until the end of the day, but thought is it's something institutions may watch and use to liquidate or accumulate any of their leftover orders from the prior day that were unfinished.
We have placed cookies on your device to help make this website better. You can adjust your cookie settings, otherwise we'll assume you're okay to continue.